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Job Summary

A leading Investment Bank is recruiting for a senior equity front office quantitative analyst. The ideal candidate will have a good understanding of exotic and flow equity products and associated pricing models. This is a fantastic opportunity to influence the global strategy for equity modelling.

Job Title Director - Front Office Quant Equity
Compensation Competitive
Location London
Job Description

Job Description:

This role will give the successful candidate responsibility at global level for pricing and modelling of equity products. This includes, exotic and flow products. The role will include producing and delivering tools for the trading desk in Europe.

Key Responsibilities:

• Defining and delivering global strategy for equity modelling.
• Implementation of equity models and pricers into the quant library.
• Support the trading desk with tools etc.
• Collaborate with IT-quants for delivery of models and pricers in production.
• Mentoring and training more junior colleagues.

Skills and Experience

• Solid experience (5 Years +) in equity modelling and pricing.
o Developing and supporting models.
o Pricing exotic equity products.
• Strong development and IT skills.
o Developing pricing libraries in C#, C++ etc.
o Maintaining and supporting front office tools.
• Deep Understanding of equity markets and their nuisances.
• Proven track record of developing robust and stable models and pricers in accordance with market standards and regulations.
• Excellent communication skills. This role will be the main contact for traders, quants and risk managers.

Desirable

• Deep understanding of regulation (FRTB)
• Cross-Asset class experience.
• Additional IT skills. (Mongo, DB. Etc.)

Personal Requirements

• Strong communication and ability to negotiate with traders, middle office functions etc.
• High motivation and energy
• Solid listening skills and ability to thrive under pressure.
• Ability to maintain good relationships with IT, traders, quants etc.