Our client is currently seeking a professional in the role of: Senior Quantitative Analyst.
This is a Director level role requiring least 8 years experience in a similar role with a demonstrable record of career development.
- Proven experience and knowledge of working specifically with Exotic Derivatives and Equities.
- Proficient C++ and Python, VBA etc.
- Solid background in quantitative finance: stochastic calculus, partial differential equations, Monte Carlo techniques, no-arbitrage valuation, data science.
- Knowledge of the standard pricing models used in the investment banking industry (Black-Scholes, Bachelier, local and stochastic volatility models)
- Design and develop pricing models and analytic tools for Structured Equity Derivatives business to support growth and products diversification.
- Deliver efficient model calibration routines and data analytics.
- Effectively engage with the desk for day-to-day risk management, as well as with relevant support functions (Technology, Product Control, Traded Risk).