Director – Equity Derivatives and Hybrids Quant Modeler
Workday
full-time
Posted on:
Location Type: Office
Location: Canary Wharf • United Kingdom
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Job Level
Tech Stack
About the role
- Presenting 1st line challenge to current models
- Assess impacts of models assumptions and limitations
- Focus on model assessment, increasing testing coverage, automation
- Steer governance for Equity Derivatives models
- Review models and documentation to provide guidance on their design
- Implement, run and analyse performance tests using production C++ libraries and Python
- Collaborate with stakeholders to gather requirements and translate them into technological solutions
- Implementation of new features, enhancements, and functionalities on trading platforms
Requirements
- PhD or master’s degree in financial mathematics, Mathematics or Physics
- Prior experience developing and/or implementing Equity Derivatives models and hybrids (ideally)
- Strong knowledge of exotics models for other asset classes can also be considered
- Provide expert advice to senior stakeholders on modelling topics
- Solid modelling skills (Python essential and optionally C++)
Benefits
- Health insurance
- Professional development opportunities
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
C++Pythonmodel assessmentperformance testingautomationtesting coverageEquity Derivatives modelsexotics modelsfinancial mathematicsmodelling skills
Soft Skills
collaborationstakeholder engagementguidancecommunicationexpert advice
Certifications
PhDmaster’s degree