Quant Analyst (IT) / Contractor

Posted 2 days ago by Onyx-Conseil

Permanent
Not Specified
Other
London, United Kingdom
Job Description

Quant Analyst

6 Month contract initially

Based: Hybrid/London - Max 2 days p/w onsite

Rate: Market rates (via Umbrella company)

We have a great opportunity with a world leading organisation where you will be provided with all of the support and development to succeed. A progressive organisation where you can really make a difference. We have a great opportunity for a number of Quant Analysts on a great program of work.

This role provides an excellent opportunity to work on critical projects in the Capital Markets space, gain experience working with front-end teams, and learn new technologies & tools to deliver work.

The successful candidate will be a member of The client's QA Equity & Hybrid Products team, part of the Global Quantitative Analytics group (QA), responsible for research, development, and implementation of quantitative models for the equity derivatives business, covering equity flow products, equity structured & hybrid products, quantitative index, and strategies business.

Key Responsibilities:
  1. Documentation, testing, and improvements of an internal risk model owned by the QA Equity & Hybrid Products team, feeding the Credit Valuation Adjustment (CVA) for products sensitive to implied volatility dynamics (e.g., Corridor Variance Swaps).
  2. Liaise with Front Office, Technology, and Model Validation teams to deploy the risk model to production.
Key Skills & Experience:
  1. Master's or PhD in Mathematics, Computer Science, or related field preferred.
  2. Mathematically inclined with knowledge of financial mathematics and ability to program numerical algorithms in C++.
  3. Experience in Front Office & Derivatives modeling.
  4. Theoretical knowledge of financial engineering/structuring and product development.
  5. Strong analytical and numerical skills.
  6. Proficient in Python programming.
  7. Strong C++ programming skills, ideally with experience in shared libraries.
  8. Ability to clearly explain complex ideas verbally and in writing to colleagues, traders, sales, and management.
  9. Integrity and a desire to develop correct and robust mathematical models and implementations.

If you are interested in this exciting opportunity, please apply now with your CV. We will respond promptly.

LA International is a HMG-approved ICT Recruitment and Project Solutions Consultancy, operating globally. We welcome applications from all backgrounds and communities.

LA International has received multiple awards, including The Queen's Award for Enterprise: International Trade, for the second consecutive period.