Equity Derivatives Quantitative Analyst recruitment
The team develop implement front office pricing models and evaluate the models used across the group, often using Monte Carlo simulations and stochastic calculus.
You should have strong experience within equity derivatives pricing and hedging models, C++ Matlab programming for model implementation, knowledge of Exotics preferred. Experience of front office is essential.
The client can offer the right candidate a broad and high profile position where you can lead projects and small teams and face off to the business, risk management etc…
PhD or DEA required, along with C++ experience
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Email: simon@its-city.com
Direct Line: +44 (0) 203 283 4095