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    • Quantitative Analyst - london - Anson McCade

    Anson McCade
    Anson McCade london

    2 weeks ago

    Default job background
    Description

    Job Title: Quant Modeller/Analyst – Equity Derivatives

    Location: London (Primary), Paris (Potentially)

    Level: Associate/VP

    Overview

    A leading global financial institution is seeking three highly skilled Quant Modellers/Analysts to join its Equity Derivatives team. This team is responsible for the development and enhancement of pricing models, trading tools, and risk management frameworks for exotic and flow equity derivatives.

    Key Responsibilities

    • Develop and implement pricing models for exotic equity derivatives.
    • Enhance and maintain quantitative tools used for trading, risk management, and valuation.
    • Collaborate closely with traders, structurers, and risk managers to ensure effective model deployment.
    • Conduct research on new modelling techniques and apply them to improve existing frameworks.
    • Provide quantitative support to the business by troubleshooting model-related issues and ensuring robust model performance.
    • Work within a collaborative team environment to meet strategic objectives and regulatory requirements.

    Key Requirements

    • Education: Advanced degree (MSc/PhD) in a quantitative field such as Mathematics, Physics, Engineering, Computer Science, or Quantitative Finance.
    • Mathematical & Analytical Skills: Strong mathematical intuition with a deep understanding of stochastic calculus, probability, and numerical methods.
    • Technical Skills: Experience developing and implementing pricing models for equity derivatives, with a preference for exotics.
    • Programming: Strong programming skills in an object-oriented language (C++, Python, or similar) within an enterprise-level environment.
    • Alternative Experience Considered: Model validation or risk management experience within equity derivatives for candidates with strong academic credentials and a junior profile.
    • Asset Class Experience: Preference for equities, followed by FX, then rates and commodities (candidates from rates and commodities should be more junior).
    • Soft Skills: Strong communication skills and the ability to work effectively with stakeholders across different teams.
    • Work Environment: Ability to work in a fast-paced environment, take initiative, and contribute to team objectives.

    Preferred Qualifications

    • Prior experience in a front-office quant role within an investment bank or hedge fund.
    • Exposure to volatility and delta-one products within equity derivatives.
    • Familiarity with risk-neutral pricing, PDEs, Monte Carlo methods, and other quantitative finance techniques.
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