Quantitative Analyst – Major Investment Bank – City of London

My Client is a major Investment Bank looking for a talented and experienced Quantitative analyst to come on board within the model validation equities team. As part of a team you will be responsible for implementing front office models often using Monte Carlo simulations. Other responsibilities include developing alternative pricing models to those being used in front office keeping you at the forefront of current research into derivatives pricing.

The successful applicant will have experience working with the models used to price financial derivatives as well as developing variations of existing models throughout their career. Experience working for a top Hedge fund or Tier one Investment Bank is a plus.

The suitable candidate will have;
- Experience in mathematical computer programming
- Good knowledge of an object-oriented programming language (C++preferred)
- Excellent communication skills, both written and verbal
- 2 years experience working in a derivatives pricing role
- Strong analytical approach to finance and mathematical problem solving
- PhD in Maths or Finance related subject from red brick university or equivalent

If you are interested email me at ybranco-rhodes@arrowsgroup.com or call 02078031700!