Derivatives Pricing Lead Derivatives Pricing Lead …

McGregor Boyall
in London, United Kingdom
Permanent, Full time
Last application, 21 Nov 20
GBP85000 - GBP90000 per annum + Excellent Benefits
McGregor Boyall
in London, United Kingdom
Permanent, Full time
Last application, 21 Nov 20
GBP85000 - GBP90000 per annum + Excellent Benefits
Derivatives Pricing Lead Data, Pricing, Valuation, Derivatives, Vanilla, Fixed Income, Equity, FX, Asset classes, Python, C++. Java, VBA, Calypso, Numerix, R, Project Management, Models, Libraries, Products, Innovation, Programming

Derivatives Pricing Lead

Data, Pricing, Valuation, Derivatives, Vanilla, Fixed Income, Equity, FX, Asset classes, Python, C++. Java, VBA, Calypso, Numerix, R, Project Management, Models, Libraries, Products, Innovation, Programming

An excellent opportunuty has arisen for a Derivatives Pricing Lead to work for a leading Financial Services client based in London. This is a permanent position which offers a salary of up to £90,000 + benefits.

The primary objective of the role is to manage and lead the full production cycle for all Derivatives asset types in EMEA including preproduction and quality analysis, production and deliveries.

Key skills/experience required:

  • Well rounded knowledge of financial markets in general. Experience working with vanilla and complex derivatives is a must.
  • Extensive knowledge of vanilla and complex derivatives products (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps, Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes).
  • Experience working with financial libraries and the relevant functions such as PIL, FINCAD, Numerix, R or any other.
  • Programing experience in other scripting languages such as C++, JAVA or Python.
  • Good verbal & written communication skills. Must have the confidence and poise to explain and defend evaluations to customers.
  • Project management and people management experience
  • Degree in quantitative (especially Finance, Math, Science or Computer related majors) discipline from a leading college/university, with extensive professional work experience.
  • Strong experience with Pricing Libraries
  • Experience with Calypso is highly desirable.
  • Strong experience interacting with external clients

Please respond with an up to date CV for further information - ncarolan@mcgregor-boyall.com

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

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