Front Office Equity Derivatives Quants

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:

    Contract

  • Salary:

    Negotiable

  • Contact:

    Phoebe Cheung

  • Contact email:

    trdaxtraadresp@thesrgroup.com

  • Job ref:

    PCH - Risk_1615902807

  • Published:

    4 months ago

  • Expiry date:

    2021-04-15

  • Startdate:

    ASAP

  • Consultant:

    #

My clients, a Top Tier Investment Bank is looking for multiple Front Office Equity Derivatives Quants to join their Front Office team. These are contract roles based in London.

Responsibilities:

  • Support the development of the core pricing library, its interfaces to the expanding strategic pricing and risk platforms, and migrations away from legacy implementations.
  • Development of the underlying mathematical models and analytical tools used by the Equities desks
  • To design, develop, test and document the models developed
  • Develop technical solutions for the desk as required
  • To provide rapid fixes to any issues identified in the models
  • To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)
  • To develop the interfaces and technical frameworks of how those mathematical models are used within the technology infrastructure
  • day-to-day interactions with the trading desk, other quants, and technology teams.

Requirements:

  • C++ Quant developers or Quant Analyst specialising in Structured Equity Derivatives.
  • At least five years hands-on experience of developing C++ libraries or applications, preferably with Visual Studio 2005 and 2017
  • At least three years working within a front-office environment or with front-office teams
  • At least three years' experience of equity derivative products, their pricing, risk management and associated market and reference data, or five years within other derivatives business areas
  • Takes a disciplined approach to software development in all stages - analysis, build, test, and support - using best practices (Design patterns, Agile/CIT, DevOps)
  • Excellent communication skills in English (spoken and written)
  • Ability to work as part of a team in a complex and global environment
  • Ability to work autonomously, take initiative, and own an entire project from inception to deployment

For more details, please send your CV to phoebecheung@taylorroot.com

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