Quant Analyst/Developer
Responsibilities
- Modelling and pricing of bespoke derivatives with exposure to hedge funds, interest rates, FX, credit, equities, commodities, inflation and life insurance.
- Development of software for construction, hedging and life-cycle management of fund portfolios and derivatives. Improve analysis, position and risk reporting infrastructure for funds.
- Support and improvement of a distributed risk-management systems.
Experience/Skills
- Keen developer able to implement ideas robustly within a shared codebase. Much of the job will involve writing code.
- Strong academic background in a quantitative field –mathematics, physics, computer science, electrical engineering etc.
- Strong analytic and problem solving ability. Should have a broad grounding in mathematics and should be able to apply this.
- Interest in financial markets.
- Ability to communicate technical issues clearly to non experts.
The role would suit junior candidates or a candidate with recent academic experience. Knowledge of derivatives – either through a job/internship or through academic work would be 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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