Senior Quant Analyst

Key Responsibilities • Monitor, maintain and calibrate pricing models • Investigate and resolve deviations model variations from market observations • Assist with the valuation of esoteric / illiquid assets • Prepare documentation to support the pricing evaluation process and enable hand-over between regions • Development of pricing models within an application development framework Skills / Experience • Essential o Proven background in maintaining accurate pricing of financial derivatives o Proven background in pricing at least one asset class o Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations o Experience in working within real-time event driven environments (as opposed to daily snapshots) o Experience of regular use of terminals such as BBG and Reuters including: ▪ Data access via excel/APIs ▪ Front-end usage o Technical experience of working with data and building data comparisons o Essential Languages: Python, Java or C++ (Intermediate level on at least one) • Desirable o Background with multiple asset classes is an advantage o Previous exposure to: ▪ Pricing models ▪ Electronic Trading Systems & Execution Platforms