​Front Office Quant Analyst – Equity Derivatives (AVP-VP)

London
Ref: QAE-2609
£90-140k base, plus Front Office Bonus
Leading Global Investment Bank​
Front Office Quant Analytics

Our client, a leading Investment Bank seeks to hire an experienced quant analyst to join its expanding Equity Derivatives business in London. You will be model and price equity products (flow & exotic) globally, deliver tools and provide support to trading desks, as well work on new payoff implementation and various other projects. Keen to hear from quants in Equity or other asset classes.

KEY RESPONSIBILITIES:

  • Implement Equity models and pricers in to the global quant library
  • Build tools and provide support to the trading desk
  • Coordinate with IT for the delivery of models and pricers in production

ESSENTIAL SKILLS & EXPERIENCE:

  • 2+ years in a front office quant analytics role: develop & support models, Price & support exotic products
  • A background covering Equity Derivatives (ideal), FX or Interest Rates Derivatives
  • Experience developing pricing libraries in C++, C# or Java
  • Develop models and pricers in accordance with market conventions & regulations
  • Knowledge of Exotics or Hybrid modelling
  • A good understanding of equity market conventions is advantageous
  • Strong communication skills