Vacancy detail

Exotics Equity Quant Analyst & Assoc level

High competitive base salary with bonus

Location: United Kingdom Type: Contract

 

Exotics Equity Quant Analyst – Assoc level

 

NY Based

 

 

The Quantitative Analyst members interact with trading and also with structuring. There are teams professionally based in Paris, New York and Hong Kong.

 

Responsibilities:

 

  • Sitting alongside the traders on the trading desk
  • Models & algorithms for exotic derivatives.
  • Assessment of product-specific risks, pricing/hedging methodologies, adjustments to model prices.
  • Tools for the exotics, vanilla & delta one businesses: generation of volatility smiles, optimization of hedging costs, pricing automation.
  • General technical expertise on Capital Market transversal issues: CVA, IM.
  • Coding up from scratch any model for any asset class.
  • Generating their own research agenda.

 

 

Requirements:

 

  • You must have modeling AND numerical experience commensurate to your seniority.
  • You must have excellent command of models for Equity exotics or Rates exotics.
  • Excellent knowledge of applied mathematics and numerical analysis.
  • Excellent command of current academic research in areas of interest to the derivatives business.
  • Proficient with models and algorithms for derivatives on all asset classes.
  • Ability to design new models and algorithms.
  • Strong academic background in a relevant field - Computer Science, Engineering, Physics, Mathematics, Finance.
  • Strong programming background in a structured language (C, C++, Java, Python etc.).
  • 1-3 years  of experience in a modelling/pricing related field (open to asset class).
  • Ability to work in a fast moving environment.

 

Please send your CV to Sumaiyah.patel@ansonmccade.com or for further information give a call on 020 7780 6700

Reference: SPA*AMC*EEQA. To apply for this vacancy: email Sumaiyah Patel

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