AVP/VP EQ & FX Quant | London
This opportunity is listed with a global financial services institution at their global HQ in London. This institution is involved in post-trade valuations of their clients’ portfolios covering vanilla and exotic derivatives, cash instruments and structured notes across all asset classes. These clients are predominantly all buy-side firms and therefore the successful quant will be interested in working closely with various business lines at buy-side firms. The Quantitative Analytics Group is responsible for researching and implementing the pricing models and other complex analytics used by Portfolio Valuations (PV) division and other areas within the company. This opportunity will take on the responsibility of being the London lead for EQ FX + involved in development of valuation models for the business. The opportunity is a very holistic quant role, where you will be involved in every aspect of model development with huge breadth the ability to progress quickly in a growing team.
Duties:
- Various modeling, pricing and risk management of equity and FX derivatives.
- Typical research tasks range from improving the methodology used to interpolate and extrapolate the implied volatility surface to designing models for pricing correlation swaps.
- On the development side the candidate will need to design and implement valuation models in java and extend and support existing code.
Experience
- PhD in quantitative subject (physics, computer science, mathematics) is preferred
- Ideally, the most successful candidates will be from Front office quant analyst roles, where they have worked with traders and developed models for an EQ or FX desk (or both).
- Experience with the full cycle of model development - from research to implementation, documentation, delivery and support.
- Deep understanding of fundamental mathematics, probability, stochastic calculus.
- Strong problem-solving abilities and the ability to think pragmatically.
- Good knowledge C++ or Java.
- Previous experience in exotic option pricing is advantageous, but not required.
- Excellent communication skills - It is crucial for the candidate to be able to explain complex quantitative problems in terms understandable to our product specialists and potentially clients.
Please apply into Quantexotic link below, if you feel that your skill set matches the opportunity within this quant team.
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