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