Exotic Options Quant
Employment Info
JOB DETAILS
Requirements
- You have a degree or PhD in Maths, Physics, or Engineering.
- You have a deep understanding of Options theory and Option pricing models.
- You have up to 5 years of working experience, with at least 2 years of experience developing Exotic Option pricing models.
- You have rich, demonstrable experience coding with C++. Your C++ is strong and you’re up to date with the latest language features.
- You’re experienced with Git and Linux.
- You have significant experience within the financial markets from a direct competitor or large global financial services organisation such as an investment bank.
- You’re very comfortable using Maths to solve problems and writing C++ code to develop your solutions.
- You’re pragmatic and results oriented. We’re not trying to get published or find the most elegant solution to our problems. We’re trying to be the best at something in a highly competitive, dynamic market.
- You have a wide understanding of technology and dev-driven components to developing option pricing models. You’re comfortable working with various trading systems.
Responsibilities
- Developing a way of pricing this contract that integrates into our current stack, particularly our automated pricing and risk management frameworks
- Working out whether to extend our existing models or write an entirely new model
- Understanding and documenting any new risks
- Engaging with internal stakeholders through the technology, trading, and control departments to ensure a smooth roll-out
- You’ll look for deficiencies in our current models and critically analyse them with mathematical rigour.
- You’ll help maintain our pricing models and analysis tools.
- You’ll be working directly alongside other researchers, and closely with traders who are domain experts and will use your work in production.
Are you interested in this position?
Apply by clicking on the “Apply Now” button below!
#DesignFintech #GlobalDesigners
#FintechInnovation #CreativeJobs
#DesignHub
#Tech Meets Design
#DesignerNetwork
#Myausjob
Related Jobs
Your Next Career Move Starts Here