Quant Analyst - Front Office - London

Employer
Vertus Partners
Location
London, United Kingdom
Salary
£900 - £1k
Posted
Jun 29, 2023
Closes
Jul 28, 2023
Ref
18923657
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Quant Analyst - Front Office - London

Are you a Quant Analyst looking for a new role working on Derivatives pricing models?

My client is seeking a talented individual to join a dynamic Front Office Pricing Model Validation team within the Investment Banking space.

You will be developing and benchmarking derivative pricing models used for valuation & risk, across a range of asset classes, as well as providing qualitative analysis and stress testing of models needed for pricing and/or risk calculation.

The ideal candidate will have a strong understanding and familiarity with derivative pricing models, stochastic calculus, partial differential equations, and Monte Carlo simulation.

The successful candidate will have:
  • A proven track record in Quantitative Analysis in a Front Office or Model Validation team
  • Strong C++ or Python.
  • Experience building Derivative pricing models.
  • Experience Stress testing and Pricing/Risk Calculations

Note: This is a PAYE role paid via umbrella.
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