Equity Derivatives/Hybrids Quantitative Analyst (Assoc) Equity Derivatives/Hybrids Quantitative Analyst  …

Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 15 Jul 19
GBP60000 - GBP80000 per annum
Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 15 Jul 19
GBP60000 - GBP80000 per annum
Anson McCade
My client is a leading top tier global investment bank looking to add an exceptional junior/associate level quant to their Equity Derivatives/Hybrids Quant Research team in HK team due to business expansion across Asia.

The primary aim of this team is to research and develop quantitative models for the Equity Derivatives/Hybrids business, as well as to ensure their compliance with internal policies and industry regulations. This involves:

Developing models for the pricing and risk management of equity derivatives, including investigating improvements to existing models

Implementing these models in our quant library

Writing model documentation compliant with internal and regulatory standards

Working with model control teams to facilitate timely and efficient review and approval of models

Liaising with business functions as well as other quantitative research and control teams.

Essential attributes

  • intern < 2 years of experience in a derivatives modelling environment (either front office or model validation)
  • Professional C++/Python development experience
  • Excellent analytical and problem-solving abilities
  • Outstanding academic record with a higher degree in a mathematical subject from a top-tier institution
  • Excellent written and oral communication
  • Thorough understanding of equity derivatives pricing theory and standard models
  • Strong coding skills

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