EMEA Emerging Markets Desk Quant – Associate – Quantitative Research – London recruitment
Core Responsibilities:
• Adapt and develop existing and new models from different asset classes (interest rates, FX, credit) to the needs of the Emerging Markets Trading desk.
• Perform live pricing of trades using a variety of tools and models as well as develop pricing tools for the EM traders.
• Actively participate in pricing and risk management platforms development to accommodate new products and improve ways of looking at risk.
• Develop new technology to support EMEA EM Local Markets trading
• Daily support of trading desk activities in London and in EMEA EM local based offices in pricing, modelling and technology.
Essential skills, experience, and qualifications
• Emerging Markets experience is an advantage
• Experience in any of the following:
- Interest Rates flow products and curve construction;
- Inflation modelling and trading support
- Interest Rates options modelling - HJM, tree, Monte Carlo simulation
- FX modelling
• Understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives)
• Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
• C / C++ / Python coding
• Good knowledge of Excel and VBA coding
• Good communication skills
• PhD, MS or equivalent degree from top tier schools/programs in Math, Math Finance, Physics or Engineering
For further information please forward your CV at John.Meadowcroft@AnsonMcCade.com