Quant Structuring Financial Engineer – OTC Derivatives & Structured Products Client Facing recruitment
These entrepreneurial roles involve a high level of autonomy and becoming the “product specialist” by acting as a conduit between external clients, internal sales specialists, developers and quants. You will be responsible for specifying, designing and testing the look, functionality of pricing and structuring screens for existing and new products for new and existing clients. Also, interpreting variants of derivatives term sheets for new products and distilling these down to an accurate specification for pricing screens and tools suitable for traders trading these products. Experience using Numerix and other derivative pricing platforms is a plus.
Essential requirements:- Exceptional written and verbal communication skills. Proficiency with Excel and Word. - The ability to present in front of a group and interact with clients, via phone or face-to-face.- Ability to work in a fast-paced, complex and cross-asset environment.
- Structuring background with an understanding of derivatives models including market conventions, vanilla/exotic options, and market practices regarding bespoke exotic valuation and hedging.
- Experience with structured products in other asset classes; regulatory risk reporting and VaR; Interest Rate and/or Commodity derivatives.
Qualifications:
- Masters degree in a technical area (such as Math, Physics or Engineering), quantitative finance related Master Degrees (or DEA)
- Working knowledge of Excel, VBA. Familiarity with financial libraries (C, C++) and mathematical packages such as Matlab or Mathematica a plus.
- 3 years minimum experience at a Dealer (or at other top financial institutions).
The role provides an exciting opportunity for the successful Candidate to deepen their knowledge whilst working in a vibrant and dynamic environment. If the role is of interest, please contact Fatiha Belorf on 0203 371 6860 or send your CV to fbelorf@riversdaleconsulting.com