Equity Derivatives Quant

London, United Kingdom
17 Nov 2022
17 Dec 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Our client a large US Investment Bank is seeking a quant to work within the equity derivatives team expanding our structured products business. This is an opportunity to work on a greenfield project with a lot of business focus, making use of advanced financial models and using cutting edge technologies such as GPU computing. A successful applicant will work on the trading floor working in partnership with equity structuring, sales & trading, as well as technology, operations, and other support partners as we seek to grow the equity derivatives business. The role requires commercial aptitude and technical skills, as well as an ability to work in a fast paced environment.

Responsibilities include:
  • Creating and deploying new pricing and valuation models for structured products.
  • Applying advanced computational methods to improve the speed and efficiency of our pricing processes.
  • Creating tools to improve the efficiency and profitability of the trading business
  • Automating key processes from pricing and quoting through to payments and barrier monitoring.

Competencies and Skills we are looking for:
  • Degree and preferably Masters/PhD in a quantitative subject (e.g. Maths, Physics, Computer Science)
  • Excellent object orientated programming skills. Previous development / python experience required, and C++ experience preferred
  • Strong analytical skills
  • Excellent communication skills and an ability to work both independently and as part of a team

The ideal candidate would have past experience with:
  • Maintaining and developing business critical software libraries or applications
  • Pricing and hedging exotic equity derivatives and structured notes
  • Working in a front office role, or within a team directly supporting traders and/or salespersons
  • Working in global teams, dealing with different parts of an institution especially coordinating with technology colleagues