Job description
A global leading Multi-Strategy Hedge Fund is working with Referment to find their new Quant Pricing Specialist for their Quant Pricing Team. This will involve working on model validation across all derivative pricing models for valuation and risk which will be used across the organisation. This is a brand new team being established who are working on building a new pricing platform for trading derivatives, which will be used by the quant research team.
It is essential that the applicant has strong experience in model validation in a Quant Analyst role with strong experience with mathematical models and financial mathematics. Experience with financial models is essential and in-depth experience with pricing derivatives. This is a critical role that will see the successful applicant work on reviewing and analysing models on risk and price across all products that the firm uses.
Key Requirements:
Not quite right for you? Refer someone you know and get £250 when they complete a face-to-face or video interview through Referment. Find out more at Referment.com
It is essential that the applicant has strong experience in model validation in a Quant Analyst role with strong experience with mathematical models and financial mathematics. Experience with financial models is essential and in-depth experience with pricing derivatives. This is a critical role that will see the successful applicant work on reviewing and analysing models on risk and price across all products that the firm uses.
Key Requirements:
- Strong experience as a Quant Analyst working on model validation
- Strong mathematical skills with a good understanding of stochastic calculus, Monte-Carlo methods, Finite Difference Methods and Numerical algorithms
- Experienced with financial methods in Equities, Fixed Income, FX and/or Commodities
- Derivative pricing experience
Not quite right for you? Refer someone you know and get £250 when they complete a face-to-face or video interview through Referment. Find out more at Referment.com