Senior Quant recruitment
The Role
Predominately working with Derivative models across Asset Classes, although a good knowledge in Equities is very advantageous.
To provide the mathematical and computational expertise required to develop / validate financial models (ALM models / Economic Capital models / derivatives pricing models).
The main purpose of this role will be to develop quantitative risk methodologies for measuring and monitoring credit risk, market risk and ALM risk.
To use mathematical and technical skills to provide quantitative analysis and support to senior management and other risk departments
The Candidate
Ph.D. / M.Sc. in quantitative discipline (Maths / Physics / Engineering) from a top level institution
Experience of modeling derivatives across various Asset classes, preferably exposure to equity derivatives
A thorough theoretical understanding and practical experience of quantitative market risk management techniques
High level of proficiency in Excel / VBA and ideally C++
Ability to develop mathematical models in an appropriate language
If you would like more information, please contact Jamie Brimage on 0207 970 9615 or e-mail Jamie.brimage@psdgroup.com