Snr Quant Analyst
Key Responsibilities
· Work within a small global team to research and implement solutions for a comprehensive set of products.
· Researching, prototyping, and maintaining 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.
Experience
· Postgraduate qualification in mathematics or related discipline
· 4-6 yrs exp with a hedge fund, sell-side trading desk or broker/market maker.
· Previous exp in options pricing and volatility modelling is essential
· Strong understanding of derivative pricing models.
· In-depth knowledge of complex mathematics and statistics to produce quantitative models.
· Previous track record in working with traders is highly desirable
· 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.
McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.
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