Job Details
Equity Quantitative Analyst
BBBH163370_1713276546
Posted: 16/04/2024
- £80000 - £90000.00 per annum
- London
- Permanent
Main Purpose of the Role:
The primary purpose of this role is to engineer the improvement, extension, and testing of models and pricing & risk engines within the equity domain.
Key Responsibilities:
- Provide quantitative support to the Front Office and other related functions within the firm.
- Analyse and improve models, focusing on market data, calibration, and risk stability.
Skills and Experience:
- Several years of experience in a similar quantitative role, with a strong focus on supporting the Front Office.
- Advanced development skills in a production library, preferably in C++ or C#.
- Must have experience in derivative pricing and vanilla models.
- Specific knowledge in equity modelling and products is highly desired.
Personal Requirements:
- Proactive and motivated approach to problem-solving.
- Strong numerical skills and attention to detail.
- Creative and innovative approach to work.
- Excellent interpersonal skills for effective collaboration.
- Ability to maintain accuracy and perform well in a pressurised environment.
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
Elina Boshnjaku
Associate Consultant | Risk Management and Quantitative Analytics