This leading Consultancy is looking for a talented individual who is looking for quick career progression and a new challenge. The individual will gain tremendous business exposure and will not be hidden behind several layers of management due to their flat hierarchy, which has meant expanding the business has been rapid and continuously successful.
Responsibilities -Production, analysis and review of Fixed Income, Equity and Credit derivatives for both internal and external clients. -Derivative price verification, including review and calibration of illiquid model inputs, -Maintenance of all Fair Value Adjustments on derivative trades and positions - Involved in consulting services related to quantitative modelling, model review and financial instrument valuation.
Requirements: -Must have a MSc in Mathematics, Physics, Engineering, Quantitative Finance or relevant subject - 5+ years of relevant work experience required (pricing, risk management, data analysis and quantitative modeling, model development and in-depth knowledge/exposure to pricing methods and forecasting models). -Computer programming (Excel/VB literate, ideally SQL). -Wide knowledge of exotic derivatives including the motives for trading them, how they are quoted, traded, priced and risk managed. -Derivative model implementation and model calibration. -Ability to multi-task and communicate effectively with clients and staff in consultative settings.
The Person: Good listener, bold communicator (verbal and written) who is able to adjust to communicating complex issues with product controllers, traders, risk managers, senior management, auditors and regulators. Able to forge effective working relationships with derivative product controllers.
To apply please contact email@example.com with CV in word format or call + 44 (0) 207 019 4137
Category: Quantitative Analysis Jobs
Apply Email: firstname.lastname@example.org