Vacancy detail

Equities Structured Products Strats – VP/ED level

Location: United Kingdom (London, City of) Type: Permanent

Equities Structured Products Strats – VP/ED level

London based

 

Our client is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm's trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to solve complex pricing and risk management problems that are central to the functioning of various desks.

 

Equities Structured Products Strats play a core and highly visible role on the trading floor, working directly with the firm’s traders, structuring, sales force and control functions on a daily basis to grow and maintain the business. As an Equities Structured Products Strat, you will be applying your advanced skills in mathematics and computer science to price and risk manage complex derivative products and deliver the solutions through high quality and efficient infrastructure implementation.

 

Responsibilities:

  • Working closely with Structuring and Trading to represent and price bespoke derivatives with exposure to equity and hybrid baskets with equity, commodity, FX, and rates.
  •  Define and implement an efficient and robust framework for the above by leveraging new technologies.

Requirements:

  •  PhD in Maths/Physics/Applied Sciences or Masters degree in Computer Science or Engineering.
  •  6 years’ + experience working in a quantitative role within the Investment Banking industry.
  •  Strong programming experience in C++, Python, Scala, Java.
  •  Previous experience with payoff representation and pricing of Equity Derivative products.
  •  Previous experience using Monte Carlo methods and Stochastic Calculus.
  •  Ability to learn quickly in a fast moving environment.
  •  Team oriented approach to sharing workload and leverage skill sets.
  •  Strong organizational skills and the ability to cope with rapidly changing priorities throughout the day are essential.
  •  Strong communication skills both verbal and written. 

 

Reference: AMC/AMO/JME3. To apply for this vacancy: email John Meadowcroft

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