Equity Derivative Strategist-
Very Attractive
Based: Hong Kong Type: Permanent Start date: Flexible Date posted: 17/03/2010
An opportunity has arisen in the derivative strategy area of the Equity division focusing on derivatives sales and trading.
The derivative strats team develops the analytic model library for pricing and risk management used across all the equity derivatives desks, including single name flow, index flow and exotic and hybrids.
In Asia, the strats team is a desk-aligned team focused on providing quantitative analysis and trading support for the Equity Derivatives trading desk and structured sales.
Responsibilities:
• Working with traders and structurers to build pricing model and analyze risk profile of the derivative products, especially structured products.
• Developing new models and features in the core analytic library.
• Development of library functions that allow for integration of trading spreadsheets to the core market data and risk platform
• Development of spreadsheet applications for new trading pricing and decision support tools, support of the current spreadsheet applications
• Coordinating the release of new versions of core risk management and pricing systems to the trading desks
• Working with the trading desk to perform analysis and produce specification of requirements in the IT core risk management and pricing systems
Essential Experience
• Thorough understanding of derivatives products and mathematical modeling (Equity Derivatives preferred)
• Worked in a front office trading floor environment
• Have demonstrated experience in developing quantitative software in a front office environment
• Ability to define and articulate clearly complex business requirements in a concise written specification
• Excellent communication skills
Essential Technical Skills
• Strong front office development skills
• Excel VBA, C++, C# or Java, Perl
For further information please contact John Meadowcroft on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail John.Meadowcroft@AnsonMcCade.Com
Reference: AMC*JM/EqDerSt . To apply for this vacancy: email John Meadowcroft