Senior Quant Developer: Exotic Derivatives & Monte Carlo

Capstone Investment Advisors; Greater London; Vor Ort; GBP 120.000 - 200.000; Vollzeit

Benefits dieser Stelle

Training and development opportunities

Wellness Resources: Physical, Mental,

Time-Off, Retirement and Commuter

Gym Reimbursement and other discounts

Zusammenfassung

Capstone Investment Advisors in London seeks a seniorQuant analyst to model and price exotic equity products and scripted payoffs. You will implement high-performance Monte Carlo engines and work closely with the equity trading desk to deliver disciplined insights.

Applicants should have a STEM degree and 5+ years in finance, with strong communication skills and programming in Python or Java. The role offers competitive benefits and performance-based incentives.

Qualifikationen

• 5+ years of experience with quantitative modeling and pricing of exotic equity products and scripted payoffs.
• Knowledge of volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility).
• Experience implementing high-performance Monte Carlo engines for complex path-dependent payoffs and exotic derivatives.
• Ability to communicate efficiently and concisely in writing and verbally.

Aufgaben

• Develop and price exotic equity products and scripted payoffs.
• Implement high-performance Monte Carlo engines for complex payoffs.
• Communicate results clearly in writing and presentations.
• Collaborate with equity trading desks and cross-functional teams.

Kenntnisse

Quantitative modeling

Volatility models

Monte Carlo engines

Communication skills

Equity trading desk

Ausbildung

STEM degree

Tools

Python

Java

Jobbeschreibung

Capstone Investment Advisors in London seeks a seniorQuant analyst to model and price exotic equity products and scripted payoffs. You will implement high-performance Monte Carlo engines and work closely with the equity trading desk to deliver disciplined insights.

Applicants should have a STEM degree and 5+ years in finance, with strong communication skills and programming in Python or Java. The role offers competitive benefits and performance-based incentives.