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A leading consulting firm in the finance sector is seeking a candidate for the QA Equity & Hybrid Products team. The ideal candidate will have advanced qualifications in Mathematics or Computer Science and strong C++ skills. Responsibilities include enhancing risk models and collaborating with various teams to ensure accurate implementations. This role offers a dynamic environment for innovative thinkers keen on developing robust quantitative models.
The candidate will be a member of The QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development, and implementation of quantitative models for the equity derivatives business.
It covers equity flow products, equity structured & hybrid products, quantitative index, and strategies business.
Your responsibilities :
Documentation, testing, and improvements of an internal risk model, which is owned by The QA Equity & Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g., Corridor Variance Swaps).
Liaise with Front Office, Technology, and Model Validation teams to deploy the risk model to production.
Essential skills/knowledge/experience:
Masters or PhD in Mathematics, Computer Science, or related field.
Mathematically minded with knowledge of financial mathematics and ability to program numerical algorithms in C++.
Theoretical knowledge of financial engineering/structuring and financial product development.
Strong analytical and numerical skills.
Strong C++ programming skills, ideally experience working with C++ shared libraries.
Able to explain complex ideas clearly and coherently to colleagues, traders, sales, and management, both orally and in writing or presentations.
Integrity and a desire to develop correct, robust mathematical models and implementations.
Self-driven with a strong desire to meet deadlines, work accurately, and ensure compliance.
Innovative, courageous, and eager to suggest and develop novel approaches.
Good written and verbal communication skills in English.
* Free services are subject to limitations.