Location
London

Hours
Full Time

Salary
Competitive salary commensurate with experience

About the Role
Are you looking for a balanced mixture of responsibilities, including market watch, real-time pricing, model research, and software development? If yes, this role is for you! As a Pricing Direct Evaluator - Analyst or Associate in the European Derivatives team, you will join a revenue-generating team that provides independent pricing and analytics for over 3 million derivative and fixed income instruments, utilizing real-time market intelligence from buy side and sell side market participants. We offer a collaborative environment focused on your growth, skill development, and the opportunity to make a real impact.

In this role, you will generate daily valuations of derivative securities for multiple market closes, including market data collection, price generation, quality control, and client queries. You will develop and maintain pricing models and create cutting-edge methodologies to increase accuracy and speed of valuations. Communication with trading desks, market participants, and research teams is key to enhancing market knowledge and instrument pricing. You will address client concerns daily, providing first-class service and quality via different channels. Additionally, you will autonomously explore new areas of product growth and support revenue generation through close collaboration with the sales team.

Experience
- Firm understanding of derivatives principles, including pricing, risk and most common vanilla strategies.
- Good knowledge of data science principles, with software development skills in Python and Excel VBA.
- Ability to collect and analyze large amounts of market information and incorporate findings into pricing models.
- Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs.
- Good communication skills, both oral and written.

About you
- Clear, logical thinker with strong quantitative abilities.
- Self-motivated and able to work autonomously while collaborating effectively with teams.
- Enthusiastic about continuous learning and applying new technologies.
- Client-focused with a commitment to delivering high-quality service.

Qualifications
- Preferred market or quantitative experience in derivatives pricing with exposure to multiple asset classes.
- Previous experience in a Front Office role with direct exposure to clients is advantageous.
- Knowledge of light exotics and experience understanding associated Term-Sheets.
- Basic knowledge of stochastic calculus, main models used within derivatives pricing, and numerical techniques such as Monte Carlo and Finite Difference.
- Strong Python coding skills, with focus on system design.
- Experience with C++ is a plus.