Quantitative Analyst x 2 - Prop Trading - Algorithmic - C++ - London/City, UK-London
Quantitative Analyst x 2 - Prop Trading - Algorithmic - C++ - London/City
Company:
Saul & Partners
Location:
UK-London
Remuneration:
£60K Basic + Bonus + Benefits
Position Type:
Permanent
Employment type:
Full time
Work permit req:
UK Resident
Updated:
29 Nov 2009
eFC Ref no:
540587
Leading Prop Trading House requires 2 Quant Analyst Developers to join their Financial Engineering Team. Experience of Hedge Fund or Prop Trade Desk, developing new price Models is a prerequisite.
Reporting to the head of Financial Engineering, you’ll be responsible for upgrading existing models and developing new pricing models for new underlyings. You’ll be talking to the traders and will need to demonstrate an ability to communicate with them.Work
Work Experience:
2 years + at a hedge fund or prop trade desk in investment bank
Good knowledge of pricing models and numerical methods
good understanding of options theory
good statistical knowledge
IT and Software Skills:
Excellent C++ / VB
Excellent UNIX
Knowledge of R Statistical Package
Personal Skills:
Autonomous
Enthusiastic
Fast Working
Flexible
Education Qualifications & Languages:
Master in Finance (El Karoui DEA preferable), or
PhD in Finance or Physics
Excellent English / French would be a distinct advantage
