Quant AnalystQuant Analyst
6 Month contract initially
Based: Hybrid/London - Max 2 days p/w onsite
Rate: Market rates (via Umbrella company)
We have a great opportunity with a world leading organisation where you will be provided with all of the support and development to succeed. A progressive organisation where you can really make a difference. We a great opportunity for a number of Quant Analysts on a great program of work.
This roles provides an excellent opportunity to work on critical projects in Capital Markets space, gain experience working with front-end teams and gain On-job learning of new technology & tools to deliver work.
The successful candidate will be a member of The clients QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products, quantitative index and strategies business.
Key
Responsibilities:
• Documentation, Testing and improvements of an internal risk model, which is owned by The QA Equity & Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g Corridor Variance Swaps).
• Liaise with Front Office, Technology and Model Validation teams, to deploy the risk model to production
Key Skills & Experience:
• Ideally possess a Masters or PhD in Mathematics/Computer Science or related field
• Mathematically minded (knowledge of financial mathematic, ability to program numerical algorithms in C++):
• Experience in Front Office & Derivatives modelling
• Theoretical knowledge of financial engineering/structuring and financial product development
• Strong analytical and numerical skills
• Good Python programming skills
• Strong C++ programming skills (ideally worked in a C++ shared library)
• Able to explain complex ideas in a clear and coherent manner to colleagues/traders/sales/management both oral, written or in presentation
• Integrity, desire to have correct and robust mathematical models and implementation
This is an excellent opportunity on a great project of work, If you are looking for your next exciting opportunity, apply now for your CV to reach me directly, we will respond as soon as possible.
LA International is a HMG approved ICT Recruitment and Project Solutions Consultancy, operating globally from the largest single site in the UK as an IT Consultancy or as an Employment Business & Agency depending upon the precise nature of the work, for security cleared jobs or non-clearance vacancies,
LA International welcome applications from all sections of the community and from people with diverse experience and backgrounds.
Award Winning
LA International, winner of the Recruiter Awards for Excellence, Best IT Recruitment Company, Best Public Sector Recruitment Company and overall Gold Award winner, has now secured the most prestigious business award that any business can receive, The Queens Award for Enterprise: International Trade, for the second consecutive period.
LA International is a leading recruitment agency specializing in IT, engineering, and technology staffing solutions. With over 40 years of experience, LA International connects top talent with organizations in the public and private sectors, across the UK and globally.