Quantitative Analyst - London, United Kingdom - eFinancialCareers

Tom O´Connor

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Tom O´Connor

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Description

Responsibilities:


  • Provide quantitative support on a wide range of exotic derivative products
  • Develop quantitative risk methodologies
  • Validate gas and power models for trading desks
  • Assess the theoretical assumptions of models, ensuring they are fit for purpose

Requirements:


  • MSc/PhD in a numerical discipline (Financial Mathematics, Financial Engineering)
  • Strong knowledge of options theory and monte carlo methods
- experience working in a quantitative role across middle or front office

  • Commercial use of Python or C++

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