Quantitative Analyst

Alexander Ash Consulting
London, United Kingdom
26 Apr 2022
14 May 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Quantitative Analyst

Your key responsibilities
  • Review and analyse derivative models for price and risk of equity/funds and other pricing models
  • Perform model validation testing and derive conclusions resulting in a proper assessment of the model risk involved
  • Review and study the mathematical models used, implementation methods, products traded in these markets, and the associated risks
  • Manage the model/products are implemented in a managed C++ library
  • Present outcomes from reviews and studies to key model stakeholders including: Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers

Your skills and experience
  • PhD qualification in numerate subject such as Mathematics, Physics. Strong candidates with other post-graduate qualifications (MSc) will also be considered
  • Experience in Model Validation derivative pricing team or Front Office Quant role
  • Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential
  • Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms
  • Understanding of derivative pricing models and exotic/structured products
  • Experience coding in C++ and python in a managed codebase

If you are interested please apply. For more information contact me via email: martin.kiryakov@alexanderash.com

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