Equity Derivatives Quant Analyst (AVP-VP)
Millar Associates
London
31d ago

A world leading Financial Services Group seeks to hire an Equity Derivatives Quant in London to join its growing front office analytics business.

You will collaborate on the modelling and pricing of Equity products (flow and exotics products), deliver tools and provide support to trading desks.

Although mainly focussed on Equity, you will also gain exposure to 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 modelling and pricing role (Equity, Rates or FX)
  • Experience covering both flow and exotic products advantageous
  • Strong IT skills (developing pricing libraries & tools) in C++, C#, Java and Excel
  • Strong communication skills
  • DESIRABLE SKILLS :

  • Deep understanding of equity market conventions
  • Good understanding of regulations (FRTB etc)
  • Any IT skills in Mongo DB, GitHub, etc is advantageous
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