Pricing Modeller
19 hours ago
Anson McCade is seeking a Pricing Modeller to join their London office, responsible for developing and maintaining pricing models and trading tools.
Estimated Salary: £90,000 - £140,000 per annum
About the TeamThe Investment Quant (IQ) team is a dynamic and collaborative group, responsible for identifying relative value opportunities and providing first-line support to the business on derivatives pricing and risk tools.
Responsibilities:
- Developing and maintaining pricing models, trading tools, and risk management systems.
- Collaborating with the IQ team to identify relative value opportunities.
- Providing first-line support to the business on derivatives pricing and risk tools.
To succeed in this role, you will require:
- A degree in a numerate field from a Russell Group university with excellent maths intuition and understanding of derivatives.
- 4-5+ years of experience in non-linear/volatility modelling or as a Quant with strong software development skills.
- Experience in data analysis using Python-based tools and minimum 4 years' experience in object-oriented programming in an enterprise-level code base.
- Pricing and modelling expertise, as well as knowledge of machine learning.
- Strong communication skills and ability to work independently and collaboratively.
At Anson McCade, we offer a competitive salary, excellent benefits, and the opportunity to work on cutting-edge projects.
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