Quantitative Analyst - Volatility Pricing

Aurum Search Limited; Greater London; On-site; GBP 110,000 - 170,000; Full time

Job summary

Aurum Search Limited is recruiting for a premier Global Multi-Strategy Hedge Fund's Quantitative Pricing team. This is a greenfield opportunity to architect and build next-generation pricing and risk systems to support their volatility desks.

You will bridge high-level mathematical modelling with high-performance production engineering, review existing models, and collaborate with developers to implement a new production pricing framework.

Experience in derivative valuation modelling is essential.

Qualifications

• Experience building derivative valuation models.

Responsibilities

• Review and evaluate the existing pricing models.
• Develop alternative benchmark models to assess risk.
• Collaborate with developers to design and implement the new production pricing framework.

Skills

Derivative pricing

Quantitative modelling

Job description

Join a premier Global Multi-Strategy Hedge Fund as a member of a recently established Quantitative Pricing team.

This is a "greenfield" opportunity to architect and build next-generation pricing and risk systems from the ground up, directly supporting their expanding Volatility desks.

You will bridge the gap between high-level mathematical modelling and high-performance production engineering.

Responsibilities

• Review and evaluate the existing pricing models
• Develop alternative benchmark models to assess risk
• Work closely with developers to design and implement the new production pricing framework

Requirements

• Experience with building derivative valuation models