Pricing Modeller

19 hours ago


London, Greater London, United Kingdom Anson McCade Full time
About the Opportunity

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 Team

The 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.
Requirements

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.
What We Offer

At Anson McCade, we offer a competitive salary, excellent benefits, and the opportunity to work on cutting-edge projects.



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