Equities Quant // Investment Bank // London // Permanent
A Global Investment Bank is seeking an Equities Quant to join their London team which is responsible for the development of models, pricing tools and system integration of all flow and exotic models used in the firm, on all asset classes.
You will be modelling and pricing of equity products at a global level, including flow and exotics products. You will also produce and deliver tools for the trading desk, as well as new payoff implementation, while keeping track of the equity prioritisation list for short-term and longer-term projects. You will collaborate with an international team of quants and IT-quants.
Permanent salary: up to 140K
This is a front office quant role:
- Implementation of equity models, pricers and payoffs in the banks quant library (C#).
- Build tools and provide support to trading desk
- Coordination with IT-quants for the delivery of models, pricers and payoffs in production
Skills and Experience:
- Strong quantitative skills
- Expertise in modelling 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)
- The candidate must demonstrate that they can be trusted to develop robust and stable models and pricers in accordance with market conventions and regulations.
- Strong communication skills: the successful candidate will be the contact point for traders, quants, risk managers
The following skills and attributes are not required but will be viewed positively:
- Equity Derivatives modelling
- Understanding of equity market conventions
- Knowledge of Exotics or Hybrid modelling
Please do call or drop me an email if of interest.
I look forward to hearing from you.