Equity Exotic Quantitative Analyst Equity Exotic Quantitative Analyst …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 15 Sep 21
Negotiable
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 15 Sep 21
Negotiable
Equity Exotic Quantitative Analyst London based My client is a top tier investment bank that is looking for junior to experienced Quantitative Analysts to join thei Equity Exotics Desk. Equities Strucutred Products Quantitative Analysts will work directly with traders, structuring, sales and control functions to represent, price and quantitfy models.

Equity Exotic Quantitative Analyst - Assoc/VP

London based

Equities Structured Products Quantitative Analysts 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 Quantitative Analust, 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.

The role will entail:

  • Working closely with Structuring and Trading to represent, price, and quantify model risks for bespoke derivatives with exposure to equity and hybrid baskets with equity, commodity, FX, and rates

Requirements:

  • PhD in Maths/Physics/Applied Sciences or Masters' degree in Computer Science or Engineering
  • 2+ years' experience working in a quantitative role within the Investment Banking industry
  • Strong programming experience in one of 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

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