HD of EMEA Equity Derivatives modeling (ED level)
Their equity derivatives franchise has been moving from strength to strength over the last year, underlining their leadership position in this area. The role faces directly the desk and the control functions. You would be expected to work directly with their business partners to push the business forward, managing projects across models, control and implementation.
Partners in EMEA are two EDs in the same management team who cover quant infrastructure on one hand and strategies on the other.
Team size for the role: seven including the ED.
Covers all equity derivatives from delta 1 and corporate derivatives to exotics and hybrids.
Requirements
- Modeling: equity derivatives including hybrids: classic products, margin products, stochastic vol, stochastic rates
- Process: strong control mind, strong project management
- Programming: C++ programming, Python is useful
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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