Description
I am currently working very closely with a client of mine who is a global Investment Bank currently strengthening their Front Office Equity derivatives team, this team covers global derivative pricing models. They seek a strong quant with a deep knowledge of Equity products, good implementation skills & the ability to deliver innovative quantitative solutions.
You will be developing tools for the flow and volatility derivatives business, helping and advising developers in order to improve the integration in the library in addition to using tools of validation.
This exciting opportunity will give you the option of working in either Paris or London and is paying up to a £900 per day on a LONG contract (1 year+)
The Role will be
- Reviewing Front Office Pricing models
- Suggesting improvements & build alternative models
- Reviewing and analysing products traded in these markets, and the associated risk that are inherited from trading these products.
- Modelling products independently implemented in a managed C#/C++ library.
You will need
- MSc/DEA/PhD in a financial/quantitative related topic.
- Knowledge of Equity Derivatives
- Minimum 3 years' experience in a Model Validation or Front Office Quant role.
- Excellent mathematical ability with an understanding of Stochastic Calculus, differential Equations, Monte-Carlo Methods, Finite Difference Methods, and numeric algorithms
- Experienced in coding in C# or C++ in a managed codebase.
- Experience within flow derivatives
If you think you have what's needed to excel in this exciting environment, please apply and you will be contacted with more information.
As we receive such a high volume of applications every day, regretfully, we are only able to respond to successful candidates.