Equity Quant

Equity Quant

A Quant team investment bank in Canary Wharf is seeking an experienced Quant Analyst to join the team and contribute to development and testing of the UTR pricing methodology for Equity derivative PDE based trades. And also to help other team members also developing similar pricers for other product types within Equity derivatives.

Activities
*Clarify and understand requirements for the PDE UTRs
*Develop in C++ on Windows
*Test and document
*Assist IT, Model Validation and Credit Risk in validating/delivering PDE UTR

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.