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Head of Quant Team

Employer
FJR Group
Location
UK
Salary
Competitive
Closing date
15 Sep 2021

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Sector
Accountancy
Contract Type
Permanent
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Job Details

Head of Front Office Quant Team - City - £Competitive package

Are you and experienced Quant trader with leadership experience? Are you looking to work for an Investment Bank with a fintech mindset? Do you have hands on modelling experience, with an entrepreneurial edge? If so the FJR Group are recruiting for a Head of Front Office Quant Team with a tech first Investment Bank based in the City?

The business provide investment banking solutions with a fintech mindset. Their vision is to become the world's leading manufacturer of cross asset, customised derivatives. They are currently recruiting for a Senior Quant to help develop an ultra-fast performing, local vol monte carlo for structured investment products and OTC derivatives on equities, FX, and commodities.

Your team will help deliver a front to back solution for pricing, risk, and life-cycle management. The team will help improve the trading team and the support functions in all quantitative aspects.

DUTIES:
  • Build, train and manage the Quant team
  • Design and implement a scalable risk management solution
  • Design and implement a generic scripted pricer that integrates lifecycle events
  • Implementation of analytics (including pricing models and stress-tests). Pricing speed performance is critical
  • Work closely with the trading desk to service the business and strengthen the franchise


REQUIREMENTS:
  • Strong knowledge of Cross Asset Derivatives models (Equity, Commodities, FX. Rates, Credit).
  • Prior experience with the common EQ vol models (local vol, stoch vol) and the common payouts (Autocallables, Barrier Options, Worst of Options)
  • Strong background in mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo Methods, PDE solvers...)
  • Strong coding knowledge (C++, C sharp, Python...)
  • Entrepreneurial and leadership skills will be highly considered


The business is building significant momentum and this is a great time to join. For more information please contact neil.owen@fjrgroup.com in the first instance.
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