Equity Core Strat/Quant – VP level

  • Competitive Market Rate
  • London, England, United Kingdom
  • Permanent, Full time
  • Anson McCade
  • 14 Nov 17 2017-11-14

My client, one of the leading American investment banks, is looking for a strategist/quantitative developer for its Equity Derivative Core Strat team in London. Desk strategists are key participants, together with traders and sales people, in the revenue-generating activities of the Sales & Trading Division. Core strategists sit on the trading desk, and are responsible for the architecture and development of the analytics library.

Equity Core Strat/Quant – VP level

London based

My client, one of the leading American investment banks, is looking for a strategist/quantitative developer for its Equity Derivative Core Strat team in London.

Desk strategists are key participants, together with traders and sales people, in the revenue-generating activities of the Sales & Trading Division.

 Core strategists sit on the trading desk, and are responsible for the architecture and development of the analytics library.

Primary Responsibilities

  • Build cutting edge components within the analytics library to improve the firm capabilities in

     trading and risk managing equity derivatives product.

  • Participate in the design of the analytics library and its integration within the firm IT systems.
  • Implement new valuation methods and equity derivative products.
  • Provide expertise on financial products traded on an equity trading desk.
  • Participate in the effort to improve our development processes.
  • Create tools to improve the productivity of the global strat team.

 

Skills required

 

  • Very strong programming skills in C++. Strong programming skills in Java are a positive.
  • Strong knowledge of equity derivatives. Their pricing and life-cycle.
  • Experience of working within a front office strats/quant team.
  • Several years’ experience working with C++ in a commercial environment.
  • An advanced degree in a quantitative subject such as Engineering, Software Engineering, Applied Mathematics, Physics.
  • Good knowledge of Numerical Analysis.
  • Drive and desire to work in an intense team-oriented environment.
  • Ability to communicate effectively in both written and verbal English.