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My client is looking for a senior VP Equity Derivatives Quant for its EMEA Trading desk. You will report to the director of the Equity quant group and you will be second most important senior person after the director. You will work closely with Exotics, Flow, Warrants, Delta One, Corporate and Convertible Bond traders, structuring and sales people to develop models, risk measures and trade ideas.
You will contribute to the development of the modeling capabilities of the equity derivatives franchise, working with the EMEA Equities quant team to contribute on a regional and global basis.
Modeling experience- and interaction with trading desk.
Need to know about Autocallables, cliquets, vol swaps, dispersions, stochastic/local vol etc
Strong C++ programming
You would have worked previously with trading desks to develop, manage and extend derivatives models. Further you would have "hands-on" programming experience with an object-oriented development platform preferably with C++ and C#. However industrial experience is not an absolute requirement contingent on other skills.
Strong quant modeling, knowledge of multi underlying pricing techniques, communication, and programming experience are a must.
Must have strong technology skills with a proven track record of implementing technology projects.
Strong financial mathematics skills.
Strong interpersonal and communication skills (verbal and written).
Ability to work in a fast paced environment.
A PhD or Master degree in a Mathematical subject
Please send your CV to Sumaiyah.Patel@ansonmccade.com or call on 020 77806700 for any questions.