Competitive base salary; discretionary annual perf...
On-site
Expert-level c++ development skills
Equity derivatives pricing knowledge
Monte carlo simulation expertise
The role involves designing and maintaining production-grade quantitative models for pricing and risk management within the Equity Derivative franchise
Job Summary
The role involves designing and maintaining production-grade quantitative models for pricing and risk management within the Equity Derivative franchise.
Candidates will collaborate closely with traders, structurers, and control functions to ensure robust model integration and appropriate governance.
The position offers a competitive base salary, discretionary annual performance-related bonus, and a hybrid working model allowing up to two days of remote work per week.
Matching Summary
The role involves designing and maintaining production-grade quantitative models for pricing and risk management within the Equity Derivative franchise.
Salary
Competitive base salary; Discretionary annual performance related bonus; Generous holiday allowance starting at 27 days plus bank holidays