Quantitative Analyst

My client a Tier 1 Investment bank with global operations, is currently looking to hire a Quantitative Analyst to join them in their London office.

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 info contact me via email: martin.kiryakov@alexanderash.com