Pricing and Calibration Quant Analyst - Exotic Equities (1-4 ye

The team is responsible for assessing front office pricing models, developing/ deconstructing models to check their integrity, analysing the model assumptions, assessing model limitations and working with front office quantitative analysts for future teams. The role also includes heavy interaction with the traders to ensure trades are being priced properly and that issues are being resolved with the floor. The group works across the entire exotic equity business, with concentration on new and hard to price products. There will also be exposure to structured commodity and fund linked products.

Suitable candidates will come from the following backgrounds:

- PhD in a quantitative discipline preferable, MSc with relevant experience would be considered
- Financial engineering, model validation, front office quat or quant risk experience
- Knowledge of derivatives, preferably exotic equity products
- Solid C++ skills is essential
- Knowledge of the different pricing models and methodologies
- Ability to work with front office, quants and risk teams both in London and Frankfurt

If interested please apply online or call Khalid Al-Sada on 0207 469 8955.

To find out more about Huxley Associates please visit www.huxley.com