PCH - Risk_1615902807
7 months ago
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.
- 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.
- 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 email@example.com
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.