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A leading investment bank in London is proactively looking to hire an experienced equity quant to join their expanding exotic derivatives team in London. The desk covers a broad range of equity & equity hybrid products. Strong C++, communication and mathematical skills are essential for this very business facing strats team.
Development of front office derivative pricing models within equity
Working across a full range of exotic derivative products linked to equity & equit hybrids
Modeling & calibration of local & stochastic volatility models
Enhancing the C++ pricing libraries
Working entirely in their Front Office alongside quant's & trade specialists
Support traders, research strategies and quantitative ideologies to a large degree
Building advanced statistical research, risk & valuation models.
5-10 years' experience within a front-office equity environment.
An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics & Probability, Electrical Engineering, Financial Engineering etc.
Exotic modelling experience within equity derivatives
Strong C++ experience within a front-office environment