Senior Quantitative Analyst, Equity Derivatives – Global Banking & Markets

London, hybrid working

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).

To enquire about this role, please tell us a bit more about yourself by answering the questions below.

The purpose of these questions is to collect data to help measure the diversity of our candidates. This data will is confidential. The details given are kept separately from the information used in recruitment decisions. It will not be used in any way to influence recruitment decisions. The information is to be used for statistical purposes.