Quant Analyst – Equities recruitment
The successful candidate will have in-depth understanding and experience of Equity products including derivatives as well as more complex and exotic products. It is essential that you have a good understanding of pricing methodologies.
Responsibilities:
• Model Reviews
• Consideration of complex valuations and appropriateness of booking methodologies
• Participation in the product valuation governance process
• Collaboration with Senior Management, Risk Management and Model Development to highlight valuation risks inherent in current methodologies
• Design/evaluation of valuation adjustments and calibration methodologies
• Review and implementation of independent price testing methodologies
Qualifications / Experience
• Ph. D. in relevant Quantitative (mathematically focused) discipline
• Understanding of modelling concepts (Numerical modelling, Monte Carlo) and issues in Stochastic Calculus.