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EMEA Quantitative Research, Equities Risk Structuring - Associate - London

Job Description

Job Summary:
The QR Equity Risk and Structuring team are responsible for providing the fundamental tools for risk management and PnL analysis across the equity derivatives business, exotics and flow. In addition they are responsible for providing the evaluation framework for the growing complex tradable strategies business.
The team works closely with trading and structuring and is part of the wider Quantitative Research group, globally responsible for providing quantitative solutions for pricing, risk management, risk analysis and strategies development to the front office in the Investment Bank.  We are supported by a very strong technology group, working in a strong partnership with us.
We are seeking a talented strategist with a few years of experience, who can make an immediate contribution to a number of our key projects, while learning about our businesses and the models we use, via formal and on the job training.
 
Core Responsibilities:
  • Enhance and develop our P&L predict / report framework 
  • Own the framework used in valuation from submitted / consensus
  • Develop further our pricing and risk management library
  • Liaise with trading and front office to capture requirements and help driving development of the library and tools
  • Participate in the re-engineering of the equity derivatives risk management systems and integration into the firm-wide Athena framework
  • Rapid prototyping of tools
Essential skills, experience and qualifications:
  • Very strong analytical and problem solving abilities
  • Thorough understanding of Computer Science
  • C/C++ coding with emphasis on numerical methods
  • Excellent communication skills.
  • PhD or equivalent degree in Mathematics, Mathematical  Finance, Physics or Engineering
  • Strong math
 
Desirable skills/experience: Python, equity derivative modelling, probability theory, stochastic process, partial differential equations and numerical analysis
Req #: 150080243
Location: London, ENG GB
Job Category: Technology
Employment Type: Full Time
Potential Referral Amount: 3500 Pound Sterling (GBP)

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