My client is a global financial products group. They are an issuer and provider of structured products, and are using the most cutting edge technologies to bring models to the business across asset classes, and due to the nature of their fast growing business this role will be exposed to a vast array of exotic products across all asset classes.

My client's ambition is to become one of the leading service providers in this sector. They combine one of the most experienced teams of experts in the Structured Products industry with a state-of-the-art integrated IT infrastructure.

They deal with latest developments in volatility surface modelling and correlation term structures, in particular with new parametric (local/implied) volatility-surface approaches.

If you have outstanding C++ skills, thorough experience in developing multi asset monte-carlo algorithms, and ideally expertise in parallel computing and distributing algorithms my client will want to speak with you.

You will be expected to have an exceptional academic background with a PhD in Theoretical Physics, Mathematics or highly quantitative subject.

Excellent derivatives knowledge and strong experience gained in a front office Quantitative Analyst role, whether it be in Equities, Rates, FX or Commodities. Particular interest at this time is for an EQD Quant and a Commodities Quant to worl closely with the traders to develop new products.

Outstanding leadership credentials and clear communication with the ability to represent the ideas to traders and IT developers. In this role, the candidate will also handpick juniors to grow and develop the team through his/her knowledge of writing and implementing mathematical models for use by the trading desk.

Exceptional C++ knowledge, including design patterns and multithreading algorithms.

Exceptional knowledge of derivatives including: Local Volatility, Stochastic Volatility, Hybrid equity & commodity

models, Copulas, Correlation Skew Models, Proprietary "skew propagation", Parametric Volatility Models, Monte-Carlo performance tricks and Malliavin Greek calculation.

Has this awakened your interest in contributing to the buildup of this young firm, within a fast growing and entrepreneurial team?

Please forward your word formatted CV to jh@capitalchase.com, to be considered further for this role.

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