- Working on the development of benchmark models using C++ within the banks in house library.
- Independently review exotic equity derivative models.
- Liaise with senior stakeholders and wider team members to approve equity trade transactions
- Act as an SME on model suitability and improvement.
- Be a representative of the team on internal meetings.
- Deal directly with Front Office Quants, Market Risk and Trading teams.
- A minimum of 5 years working in a similar role.
- A masters or PhD in a quantitative subject
- Direct working experience of C++ and Python along with implementing complex derivative models using Monte Carlo
- Excellent communication skills and proven delivery