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Pricing Models & Risk Engine Quants, London
Client:
Location: London, United Kingdom
Job Category: Other
EU work permit required: Yes
Job Reference:
fc20c3a2a99b
Job Views:
4
Posted:
02.06.2025
Expiry Date:
17.07.2025
Job Description:
Pricing Models & Risk Engine Quants, (VP), London
This global investment bank seeks to hire several Quant Analysts to join their Front Office team supporting FX & Equity Hybrids and Rates trading. Depending on your skills, you will be involved in either modelling & pricing of derivatives and tools (Equity/FX), improving the Risk Systems and Risk Metrics (C++ & C#), or IBOR and SIMM modelling. This is a great opportunity to work with some of the best quants in the industry and be directly involved with the business.
Requirements:
* At least 5 years of experience in areas such as implementing valuation models, tools & pricers into the quant library, IBOR benchmark reform, improving risk systems and tools (C#), developing models and pricing tools for Equity and FX asset classes, supporting FRTB/SIMM/VaR systems, and providing support to trading desks and risk management.
Skills & Experience:
* Advanced development skills in C++ or C#.
* Experience in implementing valuation models, tools & pricers into a quant library or risk engine.
* Experience in developing models from scratch for production, especially in Equity/FX or Interest Rate models.
* Proven ability to support trading desks and risk management.
* Experience in calibration of stochastic and local volatility models.
* PhD or Master's degree in a scientific field.
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