Role Description:
Statera Talent is recruiting an experienced Quantitative Analyst for a market-leading Buy Side firm in London.
The role sits in the Front Office. You will build new derivative pricing models and enhance the C++ pricing library. You'll work directly with traders, advising them on model behaviour.
Ideal Candidate:
You enjoy understanding the nuances of complex structured products and creating practical valuation tools that sharpen deal execution and improve P&L. You're detail-oriented and get satisfaction from seeing your models directly impact trading outcomes.
What Makes This Role Different:
* Freedom from banking regulations to focus on more exotic and innovative products
* Focus on enhancing existing models and developing new ones based on market realities
* Heavy emphasis on exotic derivatives
* Opportunity to see the immediate impact of your models in trading decisions
Key Responsibilities:
* Develop and calibrate sophisticated pricing models
* Back-test and optimize valuation methodologies for complex structured deals
* Develop bespoke pricing tools to sharpen deal execution and improve P&L
* Work closely with trading desks to translate business needs into quantitative solutions
Required Experience:
* Experience as a Front-Office Quantitative Analyst or Commodities Model Validator
* Strong understanding of commodity products (Power advantageous)
* Understanding of option pricing theory and Monte Carlo
* Programming skills in C++
* Experience in asset management, energy trading or investment banking environment
This is an ideal role for buy-side front-office quantitative analysts seeking career advancement, or investment banking professionals looking to transition into a more commercial, less regulated environment.
For a confidential discussion, please apply with your CV.