Global Investment Bank is looking to add an experienced Equity Derivatives Quant to join the front office trading team.

This person will take key responsibility for leading new modelling initiatives (particularly for the pricing and risk management of equity derivatives), develop cutting edge Monte Carlo simulations, and assist the traders in managing their  books. Expect very close involvement with the business and a direct dual reporting line to the Head of Trading and the Global Head of Equity Quantitative Research. The candidate will develop new models and be responsible for generating new ideas, conducting theoretical research, developing the models and then overseeing implementation into the analytics library. There is a new initiative for the quants to become more closely involved in the business, as a result, you may expect to get involvement in some very interesting quantitative projects developing hedging and risk management strategies for extremely complex derivatives. The ideal candidate will have 3-5 years experience and  have an academic background from a top-tier establishment, with experience as a quantitative analyst for derivatives.  An advanced degree, PhD or DEA is preferred.  Knowledge of C++ a strong plus.

For immediate consideration or more information please Reference Job#JCK668 and submit resume in Word format to:  ian@comprehensiverecruiting.com