Equity Derivatives Quantitative Analyst

Responsibilities

• Participating in modelling, design, and support of the trading and risk infrastructure, in close interaction with Trading.
• desk first point of contact for any equity derivatives modelling topics, maintaining frequent interactions with the desk and monitoring performance of the models on live books.
• Being able to independently identify and propose new modelling approaches and improvements to the existing ones
• Participating in the design, development and support of trading tools and applications.
• Experience working in the financial services industry, ideally some of this being in exotic equity derivatives.
• Experience / proficiency in C++ and / or Python.

Job ID AMC / ASA / 16