Snr Equity Derivatives Quant Analyst (Director)

Recruiter
Millar Associates
Location
London
Salary
Competitive
Posted
03 Aug 2017
Expires
15 Aug 2017
Contract Type
Permanent

Leading Financial Services Group, London
Front Office Quant Analytics

KEY RESPONSIBILITIES:

  • Make decisions regarding the global strategy for equity modelling
  • Implement equity models and pricers in the global quant library
  • Build tools and provide support to the trading desk
  • Coordinate with IT for the delivery of models and pricers in production
  • Train and mentor junior colleagues

ESSENTIAL SKILLS & EXPERIENCE:

  • 5+ years in a front office quant modelling and pricing role (ideally Equity)
  • Experience covering both flow and exotic equity products
  • Very strong IT skills (developing pricing libraries & tools) in C++, C#, Java and Excel
  • Deep understanding of equity market conventions
  • Ability to develop robust and stable models and pricers
  • Strong communication skills: you will be point of contact for traders, quants and risk managers
  • Good understanding of regulations (FRTB etc)
  • Any IT skills in Mongo DB, GitHub, etc is advantageous