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Quant Analyst - Front Office Quant Analytics

Certus Recruitment Group

Posted on Jan 4, 2023 by Certus Recruitment Group

London, United Kingdom
Immediate Start
£800 - £800 Daily

Quant Analyst
12-Month Contract - Immediate Start
800 per day

Our firmly established and highly respected digital transformation client specialises in the financial sector. Covering market data, trading, technology, and compliance, they are well-placed to deliver complete solutions for the largest of financial institutions. They now have an immediate need for an experienced Quant Analyst to complete a minimum 12-month contract for a top-tier Investment Bank.

As a Quant Analyst, you will:

  • Be based on the trading floor
  • Work closely with Traders modelling new products
  • Cover structured equity products and hybrids
  • Work across equity, FX, inflation, credit & volatility assets Modelling & implementing models
  • Build tools and advise Traders how to analyse/manage the risk
  • Integrate a new pricing risk library to production systems
  • Create new trading strategies and more trader-efficient tools

To be successful in this role, you will have the following qualifications, experience, and traits:

  • 5 years'+ experience in Front Office quant analytics
  • Equity Derivatives with strong PDEs, Monte Carlo Local volatility (with dividends, jumps), stochastic vol, Implied vol calibration (parametric & entropy methods)
  • Analytical market models and variance curve models for volatility products
  • Valuation methods: Monte-Carlo engines, Grid methods, Numerical methods
  • Strong analytical and communication skills
  • PhD or Masters in a scientific discipline

The successful Quant Analyst can expect a generous day rate.

The Certus Recruitment Group is an established and experienced specialist consultancy providing sales, marketing, and IT recruitment services to the business community throughout the UK, Europe, North America, and APAC.

Reference: 1845079198


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