We are currently working with a rapidly growing $10BN+ AUM hedge fund who are building out a greenfield modernised cross-asset pricing library. They are looking to add an exceptional Pricing Quant Analyst develop the models and tools to support various PMs. The team is looking to hire a person specialising in each specific asset class, although cross-asset exposure is a plus.
This is an opportunity to not only work on an exciting fast-paced project, but also be at the forefront of innovation as the team will be working on brand new curve bootstrapping and build-outs of more exotic modelling.
They are looking to hire ASAP and there is a short 4-stage interview process that will take place.
Requirements:
- Strong FO pricing background (2-6 years)
- Exceptional business knowledge around derivatives products (FI, Commodities)
- Strong experience building pricing models / tools, and yield curves
- Strong PhD or MSc in Mathematics / Statistics / Engineering / Equivalent
