Social network you want to login/join with:
Quant Analyst - Equity & Hybrid Products, London
Client: Morgan McKinley
Location: London, United Kingdom
Job Category: Other
EU work permit required: Yes
Job Views: 1
Posted: 06.06.2025
Expiry Date: 21.07.2025
Job Description:
Our client is a global analytics and digital solutions firm.
The team
The candidate will be a member of The QA Equity & Hybrid Products team, part of the Global Quantitative Analytics group (QA), responsible for research, development, and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products, and quantitative index and strategies business.
Overall purpose of the role
- Documentation, testing, and improvements of an internal risk model owned by The QA Equity & Hybrid Products team, which feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g., Corridor Variance Swaps).
- Liaise with Front Office, Technology, and Model Validation teams to deploy the risk model to production.
Essential skills:
* Masters or PhD in Mathematics, Computer Science, or related field
* Mathematically minded with knowledge of financial mathematics and ability to program numerical algorithms in C++
* Experience in Front Office & Derivatives modeling
* Theoretical knowledge of financial engineering/structuring and product development
* Strong analytical and numerical skills
* Strong C++ programming skills, ideally with experience in shared libraries
* Ability to explain complex ideas clearly to colleagues, traders, sales, and management both orally and in writing
* Self-driven with a strong desire to meet deadlines and work accurately, considering compliance
* Integrity and a desire for correct, robust mathematical models and implementation
* Innovative mindset, courage, and desire to develop novel approaches
* Good written and verbal communication skills in English
#J-18808-Ljbffr