Multi Asset Exotic Pricing Quant Multi Asset Exotic Pricing Quant …

GQR Global Markets
in London, England, United Kingdom
Permanent, Full time
Last application, 12 Jul 19
£130k - 200k per year + BONUS
GQR Global Markets
in London, England, United Kingdom
Permanent, Full time
Last application, 12 Jul 19
£130k - 200k per year + BONUS
A leading Investment Bank in London is proactively looking to recruit a front office modelling quant for a multi asset exotic desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.
TITLE - LOCATIONVP - Director Level Equity Pricing Quant - Exotic Desk | Leading Investment Bank - London SALARY RANGE OR SPECIFIED NUMBER + BONUS £130,000 - £180,000 base + discretionary bonus. JOB DESCRIPTION A leading Investment Bank in London is proactively looking to recruit a front office modelling quant for a multi asset exotic desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.Location: London, UK The role: Development of front office derivative pricing modelsEnsure correct and robust implementation of the modelsEnhancing the C++ pricing librariesWorking entirely in their Front Office alongside quant's & trade specialistsManagerial Responsibilities Requirements: Master's, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.Strong object orientated programming in C++Demonstrable interest in financial modelingKnowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.Excellent communication skills This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.Confidentiality and utmost discretion is 100% assured.
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