Quantitative Manager recruitment
• Manage a small team of quants in London
• Take ownership of particular pricing models and methodologies, drive their development and ensure their proper implementation on the system
• Contribute to the choice and development of new pricing methodologies, and to the development of new products for the business
• Contribute to the design of methodologies to efficiently carry out valuation and other processes for clients
• Provide expertise in the interpretation and correct handling of exotic structures
• Interact with senior product specialists and assist them in making strategic decisions
Education:
• Extensive industry experience in the implementation, calibration and practical use of derivative pricing models for interest rates, preferably in interest rates and/or long dated FX
• Masters degree/PhD or equivalent in a quantitative subject
• Deep understanding of exotic derivatives markets
• Excellent analytical, quantitative and problem solving abilities
• Strong practical knowledge of stochastic calculus, numerical methods for PDE, Monte Carlo and instrument modeling
• Good programming experience in C++, Java or a similar language
• An understanding of development processes and timeline would be advantageous