Equity Derivative Strategist – Investment Bank
They are looking for a strong academic candidate to add more experience, with an essential 4/5 years experience, working in Equity Derivative strategy and can demonstrate this with a proven track record.
The position requires developing volatility indicator strategies based on macroeconomic events. You will be working directly with senior sales trading on the development and promotion of research themes and ideas for their client bases. The candidate will be required to research current investment strategies and their potential improvements using volatility strategies. There will be a sole responsibility for weekly publication on systematic volatility strategies. Also interacting with clients, concerning various volatility strategies and generating flow revenue for the derivatives trading desk. Other ad-hoc tasks taken include ideating and building a trade tracker which generated the daily PL for recommended trades as well as identifying quantifying Greek risks.
To be considered for the position, the candidate must have:
- A MSc/ PhD academic background
- Can demonstrate at least 4 developing Equity derivative and Volatility strategies.
- Thorough experience working with large sets of financial data
- Must have experience working with clients
- Used both fundamental analysis and quantitative techniques in developing trade ideas
This is a highly respected and extremely successful organization, the successful candidate would be working on the most advanced and up-to-date quantitative platform in the current market. The salary package is very competitive and this position will offer a rare opportunity to advance a career in quantitative finance.
This is an Urgent hire, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to apply.a33hoj37ox@selbyjennings.aptrack.co.uk or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.
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