I'm partnering with a leading Front Office Quantitative Analytics team on a Director-level opportunity focused on Hybrid Derivatives.
This is a strategic technical leadership role centred on Hybrid Derivatives and hybrid pricing models, including products where payoffs depend on multiple asset classes (for example Rates/FX, Rates/Equity and Rates/Inflation), as well as pricing models where the payoff relates to a single asset class but the model incorporates multiple asset classes.
Working closely with Front Office Quants, Trading, Quant Development and Model Validation, you'll be responsible for:
This isn't a traditional people management role. It's about technical leadership, influence and becoming the recognised technical authority for Hybrid Derivatives.
We're looking for candidates with experience in:
Python is preferred, although candidates with a strong modelling background in another language will also be considered. C++ is beneficial but not essential.
If you'd like to hear more, please get in touch for a confidential discussion.
Director – Hybrid Derivatives Quant Modeller • London Area, United Kingdom, United Kingdom
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