Quantitative, risk and valuation role in London recruitment
My client, an international advisory firm based inLondon, is currently looking for a complex asset solutions leader with about 6 years of relevant experiences.
Responsibilities:
- Valuation of financial derivatives and complex corporate securities.
- Analysis of financial market data, time series analysis.
- Development, implementation, testing and optimization of derivatives valuation models and strategies.
- Research and develop consistent market risk measurements for derivatives and underlying securities.
- Requirements:
- A graduate degree (M.Sc. or Ph.D.) in a quantitative discipline, such as mathematics, physics, computer science or engineering.
- An in-depth knowledge of mathematics, probability and statistics as it applies to the financial markets, including stochastic calculus.
- Knowledge of derivatives modeling techniques in rates/equity/credit. This equates to prior experience in valuing options and other derivatives, and possibly in designing and structuring financial instruments.
- Coding experience, preferably in C++ and VBA.
My client will offer competitive package for suitable candidates.
Interested parties please send your CV to denice.lee@changeinternational.net.
May 6, 2012
• Tags: Accounting & Finance careers in the UK, Quantitative, risk and valuation role in London recruitment • Posted in: Financial