Leading Asset Manager | London | Derivative Quant
My client, a leading investment company, is looking to aggressively grow their business in 2013. To achieve this they are looking for an experienced Quantitative Analyst to join the derivatives team at their base in London.
The team are responsible for the development and implementation of the companies derivative capability and strategy. This is a key hire for the team and will vital in regards to supporting the teams ambitious and aggressive plans to expand.
The successful candidate will be involved in:
- Supporting the derivative traders and fund managers
- Building and implementing models/strategies
- Developing derivative strategy; inclduing ALM/LDI Strategies
- Risk management – monitoring and reporting
- Interaction between a number of the teams and client – helping to design and develop new products and to work closely with the clients to solve numerous problems/objectives.
- Driving the business forward and helping build new business
Skills:
- MSc or PhD in a Quantitative subject (Maths, Physics, Engineering or similar)
- Excellent knowledge of derivatives - both from a pricing and risk point of view
- Candidates must have knowledge of derivative stragetgies; with a focus on LDI or ALM Strategies across all asset classes
- Solid programming skills
- Candidates can have experience in either a buy side or sell side firm
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