Equity Derivatives Quant
The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals.
Responsibilities:
- Develop mathematical models for pricing, hedging and risk measurement of equity derivatives products
- Support trading activities by explaining model behaviour, identifying major sources of risk in portfolios, carrying their scenario analyses, developing and delivering quantitative tools, and supporting analytics
- Implement risk management and valuation models in software and systems
- Design efficient numerical algorithms and implementing high performance computing solutions
The ideal candidate will have previously completed a PhD program in math, sciences, engineering or equivalent work experience. They look for candidates who demonstrate the following skills:
- Exceptional analytical, quantitative and problem-solving skills
- Mastered advanced mathematics arising in financial modelling (i.e., probability theory, stochastic calculus, partial differential equations, numerical analysis) or should have exceptional software design and development skills using C++
- Knowledge of options pricing theory is a plus but is not required
For further information please contact John Meadowcroft on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail John.Meadowcroft@AnsonMcCade.Com
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