Front Office Equity Derivatives Quant (VP or AVP), London

Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire an experienced Quant Analyst to cover Equity Derivatives pricing models across for vanilla & exotics products.  Based in the vibrant City of London, this is an excellent opportunity to work with highly talented people whilst supporting a great trading team!

KEY RESPONSIBILITIES:

• Work with traders, structurers and modelers to execute product development plans
• Develop and maintain models for the pricing and risk management of exotic equity products
• Deliver model documentation and testing material
• Improve and maintain existing analytics
• Research alternative models / techniques and assess models published in industry or academic literature
• Provide day-to-day support to the business
  

ESSENTIAL SKILLS & EXPERIENCE:

• Minimum of 3 years, in a Front Office Pricing Quant or a Model Validation Quant role, with a strong focus on Equity Derivatives gained in a bank
• Excellent knowledge of numerical methods, stochastic calculus, and probability theory
• Advanced development skills (C# or C++) from implementation and support of models
• Experience in calibration of Stochastic & Local Volatility
• PhD or Masters educated in a scientific field