Asset Pricing Specialist

Found in: Jooble UK C2 - 2 weeks ago


London, United Kingdom Aurum Search Limited Full time

Join Our Client, a pioneering firm in the finance industry, and become a part of the Quant Pricing team, an innovative team dedicated to constructing a cutting-edge pricing platform. This platform is envisioned to empower quant research and various teams within the organization to develop models and ensure precise pricing of traded products.
As the Volatility Specialist within Quant Pricing, you will play a pivotal role in reviewing vol derivative pricing models utilized for valuation and risk management across our client's firm. Your responsibilities will encompass meticulous analysis and evaluation of models, ensuring their accuracy, validity, and effectiveness.

Conduct comprehensive reviews and assessments of our client's and third-party volatility models, examining conceptual soundness, methodology, and implementation, while identifying any limitations and uncertainties.
Develop a deep understanding of the mathematical models employed, implementation techniques, traded products, and associated risks.
Quantify and manage model risk by creating alternative benchmark models.
Oversee the ongoing performance monitoring of models.
Cultivate strong relationships with key stakeholders including Trading, Quants, Market Risk, and Technology teams.
Solid understanding of one or more asset classes, with a preference for Equities.
Experience in programming languages such as Python, modern C++, Java, or C#.



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