Quantitative Analyst, Vice President
33 CANADA SQUARE CANARY WHARF LONDON, United Kingdom
GBP 90K-100K (estimate) Executive-level Full Time
Tasks
- Collaborate with traders and structurers
- Design build and enhance pricing library for derivatives
- Develop analytics libraries for pricing and risk management
- Develop payoff scripting frameworks
- Establish best practices for testing and validation
- Implement and maintain derivatives pricing models
- Optimize core codebase for performance and stability
- Support model governance and control functions
Perks/Benefits
- Employee assistance program
- Flexible working hours
- Hybrid work model
- Learning and development resources
- Paid parental leave
- Pension plan
- Private medical insurance
Skills/Tech-stack
C++ | Derivatives pricing | Differential Equations | Jump Diffusion | Local Volatility | Model Validation | Monte Carlo | Monte Carlo Simulation | Numerical Methods | Partial differential equations | Payoff Scripting | Performance optimization | Risk Management | Stochastic Correlation | Stochastic Volatility
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
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