Responsibilities
:
1. Provide quantitative support to the Front Office and other related functions within the firm.
2. Analyse and improve models, focusing on market data, calibration, and risk stability.
Skills and Experience:
3. Several years of experience in a similar quantitative role, with a strong focus on supporting the Front Office.
4. Advanced development skills in a production library, preferably in C++ or C#.
5. Must have experience in derivative pricing and vanilla models.
6. Specific knowledge in equity modelling and products is highly desired.
Personal Requirements:
7. Proactive and motivated approach to problem-solving.
8. Strong numerical skills and attention to detail.
9. Creative and innovative approach to work.
10. Excellent interpersonal skills for effective collaboration.
11. Ability to maintain accuracy and perform well in a pressurised environment.
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
Job ID BBBH163370