Quantitative Analyst (Equity Derivative modelling, PhD/MSc-Bank)

This is a position for an experienced Equity Derivatives Quant to join the front office of a tier-1 Equity Exotics business, take key responsibility for leading new modelling initiatives (particularly for the pricing and risk management of more sophisticated exotic derivatives), developing cutting edge Monte Carlo simulations, and assisting the traders in managing their exotics books.

Expect very close involvement with the business and a direct dual reporting line to the Head of Exotics Trading and the Global Head of Equity Quantitative Research. The candidate will develop new models and be responsible for generating new ideas, conducting theoretical research, developing the models and then overseeing implementation into the analytics library.

There is a new initiative for the quants to become more closely involved in the business, as a result, you may expect to get involvement in some very interesting quantitative projects developing hedging and risk management strategies for extremely complex exotics.

The candidate should have an academic background from a top-tier establishment, and have a strong background as a quantitative analyst for derivatives.

For further information please contact Ben Churchett on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Ben.Churchett@AnsonMcCade.Com