Associate, Quantitative Analyst recruitment
Primary responsibilities include:
* Research, development and implementation of mathematical models for the pricing of derivatives and cash products
* Ensure any models developed are fully and properly integrated into the quant libraries
* Carry out special projecs related to pricing models, trades, and risk management
* Support the modeling requirements of the trading staff as needed
* Maintainance and improvement of existing pricing tools and operational framework
* Development and implementation of miscellaneous tools to support trading and risk management activities
Requirements:
* Postgraduate degree in a highly quantitative field such as Physics, Mathematics, Engineering, Computing, Economics or Finance; Advanced mathematics including stochastic calculus; Advanced numerical and analytical programming skills in C++
* Prior experience as a Front Office Quantitative Analyst supporting derivatives trading
* Sound knowledge of derivatives and financial products for trading, pricing and risk management
* Deep knowledge and understanding of quantitative models
* Ability to apply quantitative analysis to structured products transactions
* Strong communication and interpersonal skills
* High attention to detail
* Effective time management