Senior Quant Analystnew

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