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Mis à jour le vendredi 25 mai 2012
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Hybrids Quant-London
Salary: £150,000 + Exceptional bonusAn established and growing Hedge fund with $11 billion AUM seeks an addition to their quantitative analytics and derivatives team based in London, UK.The ideal candidate will be from an investment banking background with extensive derivatives experience and a proven track record.-They will have experience in Interest Rates and Equity derivatives.-They will also possess proven leadership ability as this role will require an opportunity to grow into a management role.-Being a self starter and possessing a unique approach to quantitative methods and mathematical modeling is essential.-Good programming skills in C# / C++ and Matlab-Ability to demonstrate excellent practical knowledge of derivatives markets. The chosen candidate will be responsible for:-Developing models for pricing and risk management (covering equities, rates, inflation, volatility, currency)-Design of hedging strategies for the above market risks and be involved in implementation with the trading function-Ongoing monitoring of models and hedging performance post-implementation and recommending improvements to hedging strategy-Ongoing research into model development to drive continuous improvement-The successful candidate will be responsible for mentoring and developing junior staffThe chosen candidate will be rewarded with a competitive salary and bonus package with the opportunity for excellent career progression within a challenging environment.Keywords:Quantitative Analyst; Front Office; Interest rates; Exotics; Equity; Vanilla; Derivatives; Trading; trader; C++; Vice President; London; UK; Hedge FundTo apply please contact us by email with CV in word format or call + 44 (0) 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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