Senior Equity Desk Strat (SVP/ED)
The main responsibilities will include:
- Quantitative modeling and pricing of bespoke derivatives with exposure to equity and hybrid baskets with equity, commodity, fx, and rates
- Work closely with trading on the risk management of complex multi-asset-class trades
- Modelling of FVA, CVA, and DVA
This position requires strong problem solving and programming skills, as well as an interest in finance. You must have strong communication skills and an ability to contribute to risk-reward discussions with the trading desk about proposed development work.
A strong academic background is a requirement, likely at PhD or Masters level in a quantitative field.
5 years of experience + seniority in a related field is preferred.
For further information please contact John Meadowcroft on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail John.Meadowcroft@AnsonMcCade.Com
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