Social network you want to login/join with:
Pricing Models & Risk Engine Quants, London
Client:
Location: London, United Kingdom
Job Category: Finance
EU work permit required: Yes
Job Reference:
fc20c3a2a99b
Job Views:
12
Posted:
26.04.2025
Expiry Date:
10.06.2025
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 either in modeling & pricing of derivatives and tools (Equity/FX), improving the Risk Systems and Risk Metrics (C++ & C#), or IBOR and SIMM modeling. This is a great opportunity to work with top quants 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, including structured FX/IR, FX/Equity models, and tools development
* IBOR Benchmark reform, e.g., RFR cap/floor pricing or CMS Fallback
* Improving Risk systems and tools (C#) and the Risk engines code base
* Developing models, pricing tools, and system integration for Equity and FX asset classes
* Providing modeling support for FRTB/SIMM/VaR systems and regulatory metrics
* Supporting trading desks and risk management
* Enhancing client tools and contributing to next-generation tools
Experience & Skills:
* Advanced development skills (C++ or C#) in model implementation and support
* Experience integrating valuation models into quant libraries or risk engines
* For Equity/FX roles, experience developing at least one production model from scratch
* For SIMM roles, strong knowledge of Interest Rate models
* Proven ability to support trading desks and risk management
* Experience calibrating Stochastic & Local Volatility models
* PhD or Master's degree in a scientific field
#J-18808-Ljbffr