Quantitative Analyst (Options Market Making)
The successful candidate will have responsibility for developing and coordinating the implementation of quantitative modeling and research for a broad range of asset classes, while providing creative solutions to problems within the trading environment.
Responsibilities will include:
- Working with a small global team to research and implement solutions for a comprehensive set of products.
- Researching, prototyping, and maintaining the integrity of pricing and analytical tools.
- Analysing historical market and system data.
- Generating sophisticated algorithms and statistical models.
- Developing mathematical and quantitative libraries for use in analytical tools.
- Validating mathematical theory, quantitative models, data, documentation and model output.
- Collaborating with traders and development to implement ideas.
- Educating users on theory and proper use of tools.
Experience/Skills
- Postgraduate qualification in mathematics or related discipline.
- Knowledge of complex mathematics and statistics to produce quantitative models.
- Excellent analysis, problem solving and innovation skills.
- Knowledge of a mathematical software package (Matlab, R).
- Broad understanding of derivatives in Equities, Fixed Income, Commodities, and FX.
- .Net programming skills.
- SQL skills.
- Understanding of derivative pricing models.
- Excellent communication and interpersonal skills.
- Team worker.
For further information please contact Daniel Morrison on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Daniel.Morrison@AnsonMcCade.Com
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