Grad Level Quant Analyst (AAR 91728)

As a successful candidate, you will have a degree in mathematics or a numerical subject and a PhD or MSc in a numerate discipline. You should demonstrate knowledge of stochastic calculus and how to apply it to arbitrage-free pricing, have strong financial maths knowledge, be accurate with meticulous attention to detail, and be able to work on your own initiative and challenge the status quo.

Desirable skills you should have as a successful candidate will include good C++, Excel and VBA programming skills, and experience of developing pricing/analytic tools within a library e.g. Quant Lib. If you would like to work for a global organisation where individual contribution counts, and where your ambitions and abilities can make a difference, please apply for the position.

You will be situated in the Front office capital markets division, reporting directly to the Head of Quantitative Analytics, and will provide quantitative analysis for derivatives on several asset classes.

You will be situated on the trading floor, with day-to-day interaction with the trading and structuring team, and be expected to learn through observation and experience the practicalities of quantitative pricing, to use mathematical skills and experience in devising the most appropriate resolution to any problem (under supervision), to support and utilise existing (exposed) functionality and to develop new functionality within quantitative analytics library, and to provide analytics and pricing tools for structurers, traders and sales.