VP / AVP – Quantitative Analyst recruitment
Responsibilities:
• Design, develop, test, and implement quality trading models in a timely manner to meet traders’ requirements
• Build robust utilities to enable the calibration of Financial models to traded values of Financial Instruments
• Work closely with the trading desks and technology to implement financial models and analytical tools to assist with the pricing, valuation and risk management
• Assist trading desks on P+L attribution and build utilities, if necessary
• Work closely with the trading personnel to gather and analyze requirements
• Interact with the various groups including: Portfolio Managers/Traders, Middle Office, Technology and Risk.
Requirements:
• 3+ years’ experience within derivatives trade support, model validation/pricing or risk management
• Strong understanding of capital markets, the mechanics of financial instruments and transactions including futures, options, swaps, credit derivatives, forwards, and repos with detailed understanding of 1 - 2 asset classes.
• Experience with standard Financial models such as SABR, BGM, HJM, CIR etc is highly desirable
• Significant hands – on experience in modern high level computer language ( C#, C++ or Java)
• Experience in mathematical tools such as MATLAB, Mathematica, Excel and scripting languages such as python or VBA will be beneficial
• Excellent interpersonal skills and verbal communication skills
• Master’s degree in a technical field (Mathematics, Physics, Chemistry, Engineering or Computer Science)
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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