Senior Quant Analyst

Key Responsibilities

• Monitor, maintain and calibrate pricing models
• Investigate and resolve deviations model variations from market observations
• Assist with the valuation of esoteric / illiquid assets
• Prepare documentation to support the pricing evaluation process and enable hand-over between regions • Development of pricing models within an application development framework

Skills / Experience

• Essential

• o Proven background in maintaining accurate pricing of financial derivatives
• o Proven background in pricing at least one asset class
• o Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
• o Experience in working within real-time event driven environments (as opposed to daily snapshots)
• o Experience of regular use of terminals such as BBG and Reuters including: ▪ Data access via excel/APIs

• Front-end usage o Technical experience of working with data and building data comparisons

o Essential Languages: Python, Java or C++ (Intermediate level on at least one)

• Desirable

• o Background with multiple asset classes is an advantage
• o Previous exposure to: ▪ Pricing models

• Electronic Trading Systems & Execution Platforms