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Quant Pricing Researcher

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent, full-time

Job Description

Quant Pricing ResearcherA UK based Hedge fund are looking for a Volatility Quant Pricing Researcher to join their Quant Pricing team in developing a cutting edge pricing platform that will becrucial to a number of investment teams at the firm.Role OverviewYoull be joining a newly formed Quant Pricing team to develop a cutting-edge pricing platform. This team will ensure accurate pricing of traded products and support the diversification into new asset classes. The Quant Pricing Specialist will build andmaintain a library of derivative pricing models, focusing on volatility.Key Responsibilities

  • Evaluate and validate pricing models, ensuring conceptual soundness and identifying limitations.
  • Understand mathematical models, implementation methods, traded products, and associated risks.
  • Develop alternative benchmark models to assess model risk.
  • Monitor and ensure ongoing model performance.
  • Collaborate with Trading, Quants, Market Risk, and Technology teams.
  • Work with developers to design and implement the production pricing framework.
Skills and Experience
  • Proven experience in building derivative valuation models, with a focus on volatility.
  • Strong knowledge of Equities or other asset classes.
  • Expertise in Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms.
  • Proficiency in C++ and/orPython programming (both is preferred).

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