Equity Derivatives Quant - Assoc/VP level

Anson McCade
28 Jul 2017
15 Aug 2017
Contract Type

Equity Derivatives Quant - Assoc/VP level

London based

The primary aim of this team is to research and develop quantitative models for the Equity Derivatives business, as well as to ensure their compliance with internal policies and industry regulations.

Job Summary

  • The mandate of the Equity Derivatives quant team is to provide front-office modelling support for the Equity Derivatives business in EMEA. This involves:
  • Developing models for pricing and risk management of Flow and Exotic equity derivatives.
  • Providing day-to-day support for the trading desk: discussing new ideas, analysing complex problems and providing solutions.
  • Implementing new models / products in our quant library and writing model documentation.
  • Working closely with technology teams for model testing and deployment in production.
  • Interacting regularly with model governance and risk/valuation control teams.

Essential attributes

  • Excellent analytical and problem-solving abilities.
  • Outstanding academic record with a higher degree in a mathematical subject from a top-tier institution.
  • Good written and oral communication.
  • Thorough understanding of equity derivatives pricing theory and standard models.
  • Strong coding skills: C++/Python development experience.
  • Experience in a front-office derivatives trading environment.