Quantitative Analyst – Equity Derivatives recruitment

This Associate level role role will include helping this client-focused group to use the analytics library and provide appropriate risk measures to clients, as well as developing
the library to support the Delta business.

Candidate Requirements : 

 Degree in a mathematical or scientific subject (PhD preferred but not essential).
- A strong knowledge of equity derivatives and the associated models and pricing methods
- Strong programming skills - especially C++ and Javascript
- Solid experience in an equity derivatives environment, ideally as a front-office quant

- please also submit your CV to us if you are a Quant Analyst with knowledge of ABS/MBS/CDO