Address
Salary- LONDON,
Permanent
Ref: 32003
Our client a large US Investment Bank is seeking a quant to work within the equity derivatives team expanding our structured products business. This is an opportunity to work on a greenfield project with a lot of business focus, making use of advanced financial models and using cutting edge technologies such as GPU computing. A successful applicant will work on the trading floor working in partnership with equity structuring, sales & trading, as well as technology, operations, and other support partners as we seek to grow the equity derivatives business. The role requires commercial aptitude and technical skills, as well as an ability to work in a fast paced environment.
Responsibilities include:
- Creating and deploying new pricing and valuation models for structured products.
- Applying advanced computational methods to improve the speed and efficiency of our pricing processes.
- Creating tools to improve the efficiency and profitability of the trading business
- Automating key processes from pricing and quoting through to payments and barrier monitoring.
Competencies and Skills we are looking for:
- Degree and preferably Masters/PhD in a quantitative subject (e.g. Maths, Physics, Computer Science)
- Excellent object orientated programming skills. Previous dev/ python experience required, and C++ experience preferred
- Strong analytical skills
- Excellent communication skills and an ability to work both independently and as part of a team
The ideal candidate would have past experience with:
- Maintaining and developing business critical software libraries or applications
- Pricing and hedging exotic equity derivatives and structured notes
- Working in a front office role, or within a team directly supporting traders and/or salespersons
- Working in global teams, dealing with different parts of an institution especially coordinating with technology colleagues
Bruin recognises the positive value of diversity, and aims to promote equality and challenge unfair discrimination. As a champion of equal opportunity employment we welcome applications from all suitably qualified persons – men and women, people of all ages, sexual orientations, nationalities, religions and beliefs. We particularly encourage applications from women, disabled, and Black, Asian and minority ethnic candidates as these groups are underrepresented throughout the financial services industry. Our clients work with us because they value a diverse workforce, and subscribe to our shared principle that all appointments are made on merit and that ability to perform the job will be the primary consideration.
