Front Office Equity Quant

Recruiter
GQR Global Markets
Location
London
Salary
Competitive
Posted
26 Jul 2017
Expires
15 Aug 2017
Contract Type
Permanent

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

Location: London, UK

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