Exotic Equity Quant

  • £100k - 150k per year
  • London, England, United Kingdom
  • Permanent, Full time
  • GQR Global Markets
  • 19 Jan 18 2018-01-19

A leading Investment Bank in London is proactively looking to recruit a front office modelling quant for an Equity Desk with a focus on exotics. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

JOB DESCRIPTION

A leading Investment Bank in London is proactively looking to recruit a front office modelling quant for an Equity Desk with a focus on exotics. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

Location:  London & Mainland Europe 

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists
  • Managerial Responsibilities

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Key Words:  Quant Analyst,  Quantitative Analysis, Quant Pricing Group, Quantitative Derivatives Modeling, Global Analytics Library - C++ C# Java equities, equity