Job Application

Main Purpose of the Role:
The primary purpose of this role is to engineer the improvement, extension, and testing of models and pricing & risk engines within the equity domain.

Key Responsibilities:

• Provide quantitative support to the Front Office and other related functions within the firm.
• Analyse and improve models, focusing on market data, calibration, and risk stability.

Skills and Experience:

• Several years of experience in a similar quantitative role, with a strong focus on supporting the Front Office.
• Advanced development skills in a production library, preferably in C++ or C#.
• Must have experience in derivative pricing and vanilla models.
• Specific knowledge in equity modelling and products is highly desired.

Personal Requirements:

• Proactive and motivated approach to problem-solving.
• Strong numerical skills and attention to detail.
• Creative and innovative approach to work.
• Excellent interpersonal skills for effective collaboration.
• Ability to maintain accuracy and perform well in a pressurised environment.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.