Pricing Quant

This individual will responsible for the development and implementation of derivatives pricing models across multiple asset classes. They will work in conjunction with a highly experience quantitative team to ensure the highest quality of market data and state-of-the-art models are at the cutting edge of derivative analytics. Key Responsibilities include but are not limited to: * Pricing, data models for cross-asset services. Construct quantitative models to price derivative transactions (equity/FX/interest rate/cross-asset, etc) * Attributing pricing and hedging discrepancies appropriately to market data artifacts Presenting findings to internal and external clients as necessary * Research and prototyping of various models * Produce, implement, deployment, and maintain modelling systems We are seeking a quantitative modeler with a Ph.D. in mathematics, finance, physics, engineering or related quantifiable field with 3-6 years experience with derivatives pricing and models. Strong knowledge of derivatives products and markets, C/C++ programming skills coupled with excellent oral and written communication skills with experience working in a multi-programmer team environment.

To find out more about Huxley Associates please visit www.huxley.com [1]

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[1] http://www.huxley.com