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Quant Analyst - Equity & Hybrid Products, Slough
Client: Morgan McKinley
Location: Slough, 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, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development, and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products, 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 a related field.
• Mathematically inclined 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 financial product development.
• Strong analytical and numerical skills.
• Strong C++ programming skills, ideally experience working with C++ shared libraries.
• Ability to explain complex ideas clearly and coherently to colleagues, traders, sales, and management, both orally and in writing.
• Self-driven with a strong desire to meet deadlines and work accurately, keeping compliance in mind.
• Integrity and a desire to develop correct and robust mathematical models and implementations.
• Innovative, courageous, and eager to suggest and develop novel approaches.
• Good written and verbal communication skills in English.
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