Top tier European investment is seeking an experienced quantitative developer for a front office role on the Equity derivatives trading desk. The bank has shown very impressive Q3 figures and is looking to further expand its Equity Derivatives platform in London. You will be working within a team of 6 and be responsible for the development of complex analytics and pricing models for the desk as well as the development of analytics software.



Qualifications:

Experience developing pricing models and software within equity derivatives in some capacity such as analytics, risk management or strategy development
Solid experience with C++, Matlab or Splus, C#, VBA / Excel, and databases (SQL)
Must have solid understanding of statistical analysis, probability, and linear algebra
Experience working with real-time systems and market data (Reuters, Bloomberg)
PhD in highly quantitative field, Mathematics, Physics, Financial Engineering