They are highly focussed and well integrated with the business. They require candidates of the highest calibre and are currently looking for candidates to support the expansion of their exotics business.

This position will require someone interested in developing the theoretical research performed on equity derivatives in the front office. This position is located on the trading floor and involves close liaison with the trading and structuring groups.

You will be involved in: Developing new approaches to modelling for the purposes of valuation and risk management of exotic equity derivative products.

Liaison with trading and structuring groups, for the purposes of developing hedging and risk management solutions Model implementation (C++) The candidate must have a PhD or equivalent level in Math, Math Finance, Physics or Engineering from a top tier school, with exceptional financial knowledge and understanding of financial modelling within the equity derivatives area as well as very good business skills.

Experience within a front office environment with the ability to communicate complex ideas is also required.

Please contact John Meadowcroft for more information on this role.