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