Lead Equity Quant recruitment
Experienced Equity Quant needed for a London and New York based top European Bank! Mai Hunter is in the process of looking for an exceptional Equity Quant for their respectable client.The Quant Analytics group are seeking a Quantitative analyst to work on their equity derivatives pricing library.
Your responsibilities would include developing models for equity markets, formulating numerical methods for pricing derivatives utlising and constructing these models in high performance c++. You will also have the opportunity to liaise with both the Front office and IT departments,helping them to make the models available in production as well as with desk quants and traders to certify the models do what they need, with control functions (Market Risk, Model Validation) which will explain and justify the choices made.
The position is based in the heart of London and the ideal individual will have a minimum of 7 years modelling experience as well as a vast array of knowledge in equity modelling duties, vault,/variance swaps and enjoy working on funky modelling systems with extensive use of c++. A PHD would be ideal although sexy modelling experience along with a DEA would also be welcome. My client is interested in skills and experience as well as personality! You will be joining an exciting, well respected team and have the chance to build the existing model again from scratch.
If you’re a very hands on Quant who is proud of their achievements, who would relish an opportunity to get your hands dirty and brain involved then this is your chance to be heard, show how YOU write things, how YOU get involved but most importantly showcase the skills and experience YOU have built!
They are actively looking to bolster their desks in both London and New York.
To apply please send a CV/Cover letter to Lauren Warlow via jobs@maihunter.com