Reporting to the head of Financial Engineering, you’ll be responsible for upgrading existing models and developing new pricing models for new underlyings. You’ll be talking to the traders and will need to demonstrate an ability to communicate with them.Work

Work Experience:

• 2 years + at a hedge fund or prop trade desk in investment bank
• Good knowledge of pricing models and numerical methods
• good understanding of options theory
• good statistical knowledge

IT and Software Skills:

• Excellent C++ / VB
• Excellent UNIX
• Knowledge of R Statistical Package

Personal Skills:

• Autonomous
• Enthusiastic
• Fast Working
• Flexible

Education Qualifications & Languages:

• Master in Finance (El Karoui DEA preferable), or
• PhD in Finance or Physics
• Excellent English / French would be a distinct advantage