At a Glance
- Tasks: Design and optimise pricing models for exotic equity products in a dynamic trading environment.
- Company: Join Camber Morris, a leading firm in equity derivatives with a collaborative front office.
- Benefits: Competitive salary, flexible working hours, and opportunities for professional growth.
- Other info: Engage with traders and engineers in a fast-paced, innovative atmosphere.
- Why this job: Make an impact on trading decisions while working with cutting-edge quantitative techniques.
- Qualifications: Advanced degree in a quantitative field and expertise in C++/Python required.
The predicted salary is between 63000 - 77000 £ per year.
Camber Morris is seeking an Equity Exotics Quantitative Researcher to design, implement, and optimize pricing models, risk frameworks, and hedges for exotic equity products.
You will work directly with traders, structurers, and software engineers to influence daily trading decisions.
The role requires strong expertise in autocallables, stochastic calculus, and production-grade C++/Python, with an advanced degree in a quantitative field.
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Autocallables Quant — Equity Derivatives Front Office in England employer: Camber Morris - Quantitative Talent
At Camber Morris, we pride ourselves on being an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. Our hybrid model fosters a culture of teamwork and flexibility, allowing our Commodity Quantitative Analysts to thrive while developing cutting-edge models that influence real-world investment strategies. With ample opportunities for professional growth and access to advanced resources, you will be empowered to make a significant impact in the fast-paced world of macro hedge funds.
Contact Details:
Camber Morris - Quantitative Talent Recruitment Team
