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
- 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 email@example.com in the first instance.