With the increasing volatility in the market and tighter restrictions on the use of advanced models within trading and structuring frameworks, my portfolio of clients have placed a greater emphasis in hiring individuals capable of understanding the importance of the robustness of existing quantitative models in place within the business. This client is no exception and are currently seeking a strong financial engineer to be involved in heavy model validation and calibration for cross-product asset classes used across the trading and structuring desks.

Suitable candidates will be MSc/PhD/DEA qualified individuals within financial engineering or related disciplines with an acute grounding in the inherent weaknesses associated with established option pricing methods used in the market. You will be a self-started capable of working on your own but comfortable talking to the Head of Trading or Quant analytics about some of the inefficiencies of existing models used within the business. You will be less concerned about being 'on the trading floor' and more interested in the application of quantitative based approaches across derivative frameworks and keen to work in a role where your input has direct input towards the growth of the business.

An excellent opportunity to apply your experience across multiple asset classes.

Sound like you? CVs in confidence to discuss.

To apply: CVs to quants@atlas-fm.com

Head Hunter within the Quantitative & Risk Analytics space:

 
Roles Covered:

• Quantitative Analytics (Research, Development, Strategy – cross asset class)
• Structuring/Trading (Algorithmic Trading, Quantitative Trading, Structuring/Trading support)
• Risk Analytics (Market, Credit)
• Technology (Trading & Risk Management Systems Development)

Sectors Covered:

• Investment Banks (Trading/Structuring/Algo desks, R&D Groups, Quant/Risk Groups)
• Hedge Funds (Trading, R&D Groups, Quant/Risk Groups)
• Asset Managers (Portfolio Management/Strategy, R&D Groups, Quant/Risk Groups)
• Research Providers (Analytics & Technology, R&D Groups, Quant/Risk Groups)
• Software Vendors ((Analytics & Technology, R&D Groups, Quant/Risk Groups)