Equity Derivatives Quant - VP level Equity Derivatives Quant - VP level …

Anson McCade
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 18 sept. 20
Negotiable
Anson McCade
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 18 sept. 20
Negotiable
Anson McCade
Equity Derivatives Quant - VP level London based

Our client is looking for a VP level candidate to join the Equity Derivative Corporate Quant team.

Responsibilities:

  • Supporting the Corporate desks mainly in London but also in the other regions in a daily basis (help pricing new structures and doing pnl explanation, improve existing framework to handle new business needs….)
  • Developing quantitative new pricing models, numerical methods. or improving existing ones in C++ following internal high coding standards and deliver in a timely manner to the production library following release process and testing requirements
  • Developing Python tools for the business (what if scenarios, pnl explanation, risk representations…)
  • Working with Quant Dev in building and maintaining the testing environment
  • Write validation documents and address Model Validation group requirements and questions as a part of the validation process

Qualifications and skills:

  • Experience in Equity Corporate (BuyBack pricing and risk management, Collar modelling, Dividend/Borrow cost protection…) business would be good. Alternatively, experience in Equity exotic modelling and PDE pricing
  • Strong quantitative skills (Stochastic Calculus, Numerical Methods (Monte Carlo, strong PDE knowledge), Statistics, Academic Pricing Models…)
  • Strong programming C++/Python skills
  • PHD or Masters in a quantitative financial mathematical discipline
  • Team player with curiosity and ability to adapt and learn quickly internal systems and production libraries
  • Meticulous when dealing with development, testing and release processes in a production environment as well as writing validation documents for new and existing models
  • Strong Communication skills are a key in the day to day work within the team as well as internal teams they interact with (Business, Model validation….)
  • Comfortable working on projects with hard deadlines and delivering in time

Descriptif de l'entreprise

About Us

Anson McCade is a specialist recruitment agency headquartered in London, with further offices in Belfast, Paris & Sydney. Operating internationally, we provide high-end, niche executive search and recruitment services within our chosen markets on a contingency or search basis.  Founded at the turn of the millennium, for 20 years and counting we have specialised in connecting the most sought after talent with our industry leading clients across the IT and Capital Markets sectors. Within these sectors we work across four main verticals; quantitative research trading & risk, digital & analytics, information technology & security, and business change, transformation & strategy.

In an ever changing business and technological landscape, the need for exceptional, agile talent is crucial to almost every organisation’s success over the long term. We target the highest calibre, most relevant individuals possible for each mandate we undertake, achieving this through a consultative, research focused approach to networking, this in addition to access to a substantial range of resources, both in-house and on-line. Our consistent success in doing so over the years has resulted in an impressive portfolio of high-end, blue chip and boutique clients, many of whom we have worked with continuously as a premier recruitment partner for over a decade.

Anson McCade has been recognised as being instrumental in the growth of some of the world’s leading organisations and most innovative start-ups. Our consultants are industry experts who understand the challenges that many organisations face in today’s frenetic and unpredictable technical and business climate, as well as the diversity, skills matrix variance and mix of ambitions and expectations of the candidates we work with.

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