Cross asset derivatives Strategist/Structurer – Quantitative investment solutions
An asset management firm based in London are currently looking to add an associate/VP level strategist with experience in structuring and trading derivatives and structured notes with a client advisory capacity.
The firm are an absolute return focussed asset management with a focus on developing structured products for a retail client base. The firm are currently in expansion mode and have made a number of key hires over the last couple of months.
Applicants should have experience:-
- Designing and implementing dynamic portfolio hedging strategies
- Presenting ideas on derivative products.
- Pricing principle protected notes
- Mitigating risk exposures across client portfolios with the use of capped downsides.
- Developing options/delta hedging strategies which trade in an automated fashion.
The ideal candidate will have experience working in cross asset investment advisory on the structured products side, advising clients on multi-asset investment ideas, generating cross asset derivative ideas and creating and managing a derivatives/structured notes book.
All applicants MUST have experience within Equity options.
This is an excellent opportunity to join a firm in a newly created position reporting directly to the head of asset management and therefore have no ‘glass ceiling’.
Progression of the role will take you to leading/building a team in London.
Please note:- all Applicants must have experience within Equity options from a research strategy, trading or structuring perspective.
This is an immediate hire with interviews taking place this week therefore all applications must be received as soon as possible.
Application:-
Please apply directly with a CV in WORD FORMAT to apply.a33hoj3vi6@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com
Please note:- we do not accept linked in profiles as a form of submission.
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