Onsite Director – Equity Derivatives and Hybrids Quant Modeler

Posted 1 hour ago

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About the role

  • Director managing Equity Derivatives and Hybrids models, focusing on model integrity and automation. Collaborating with stakeholders to improve trading platforms and model assessment.

Responsibilities

  • Presenting 1st line challenge to current models
  • Assess impacts of models assumptions and limitations
  • Focus on model assessment, increasing testing coverage, automation
  • Steer governance for Equity Derivatives models
  • Review models and documentation to provide guidance on their design
  • Implement, run and analyse performance tests using production C++ libraries and Python
  • Collaborate with stakeholders to gather requirements and translate them into technological solutions
  • Implementation of new features, enhancements, and functionalities on trading platforms

Requirements

  • PhD or master’s degree in financial mathematics, Mathematics or Physics
  • Prior experience developing and/or implementing Equity Derivatives models and hybrids (ideally)
  • Strong knowledge of exotics models for other asset classes can also be considered
  • Provide expert advice to senior stakeholders on modelling topics
  • Solid modelling skills (Python essential and optionally C++)

Benefits

  • Health insurance
  • Professional development opportunities

Job title

Director – Equity Derivatives and Hybrids Quant Modeler

Job type

Experience level

Lead

Salary

Not specified

Degree requirement

Postgraduate Degree

Tech skills

Location requirements

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