Equity Quantitative Analyst - Vice President

Location
London, England, United Kingdom
Salary
GBP100000.00 - GBP125000.00 per annum
Posted
10 Oct 2018
Closes
16 Oct 2018
Ref
4669647
Contract type
Permanent
Hours
Full time


Quantitative Analyst - Vice President


The team is charged with the development of models, pricing tools and system integration of all exotic models used in the firm, on all asset classes. Their products support the trading and risk functions of several different desks via in-house developed applications run on traders' desktops, compute grids and external cloud compute fabrics. This role is based on the London trading floor.

The successful candidate will be working on the modelling and pricing of equity products at global level, including flow and exotics products. Their main day-to-day job will be producing and delivering tools for the trading desk, as well as new payoff implementation, while keeping track of the equity prioritization list for short-term and longer-term projects.

Key Responsibilities:
This is a front office quant role:

  • Implementation of equity models, pricers and payoffs in the quant library - C#
  • Build tools and provide support to trading desk

Required:

  • Strong quantitative skills
  • Expertise in modeling and pricing in front office:
    • Developing and supporting models
    • Pricing and supporting exotic products
  • Strong development and IT skills.
    • Developing pricing libraries in C#, C++ or Java.
    • Supporting front office tools (eg. Excel pricing sheets)
  • Strong communication skills
  • Equity Derivatives modelling
  • Understanding of equity market conventions



McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

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