Cross asset quantitative derivatives strategist/structurer – Associate Level – Asset management
An asset management firm, dedicated to delivering structured products to retail clients is currently looking to add an experience derivatives strategist to their team in London.
This is a cross asset position therefore applicants can have experience in any asset class provided that you have worked within asset management and understand how to create returns within the options space.
Ideally you should have experience trading / designing derivative-based algo strategies.
Your responsibilities will include:-
- Implementing derivative based trading strategies
- Designing, back and stress-testing derivative-based trading strategies
- Created new derivative products, thematic and algorithmic indices,
- Creating/contributing towards marketing material for internal and external presentation purposes
- Designing derivative-based algorithmic strategies.
Applicants must have experience developing option based trading strategies (systematic purchasing of options) and product/payoff structuring.
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.a33hoj2kt9@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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