Quant Analyst(s) – Investment Bank
An opportunity exists within a leading financial institution for a junior to mid-level (1-3 years) Quant Analyst. You will be working as part of the pricing analytics team, which is independently responsible for developing pricing models and evaluating the models used across the group. Your role will include, but is not limited to:
- developing alternative pricing models and making comparisons between models used by the trading business arms
- approving / rejecting trades which fall out of the scope of agreed models
- Critically assessing pricing models and commenting on how well they capture different risks
- Independently re- implementing front office models
Furthermore the team develops alternative pricing models (using Monte Carlo simulations) which are then used by the business.
The successful candidate will be educated to PhD level in Mathematics, Statistics or similar numerate subject, and will have an in depth understanding of derivative products.
Summary of skills required:
- PhD/ Postdoc ( Ideally Maths or Statistics) from red brick university or equivalent and proven practical usage of this theoretical knowledge
- Strong analytical and pragmatic approach to problem solving
- Understanding of derivative products (non asset specific)
- Some knowledge of an object-oriented programming language (C++/Java/C#)
- A thorough understanding of mathematical models used to price financial derivatives.
If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 145 1511 / 07748 461 142 or email a.booker@westbourne-partners.com.
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