Equity Derivatives-Quantitative Modeler (C++) (PhD)
The role is responsible for improving and developing analytical capabilities for independent valuation of Exotic Equity trades (both Exchange Traded and OTC) whose value cannot be validated by means of external pricing services. The candidate will have 3-5 yrs of capital markets experience either in research, structuring or pricing complex equity derivative products (Barrier, Cliquet, Compound, Binary, Lookback, Range Accruals, Bermudan Options and Variance Swaps.) Knowledge of complex models, excellent communication skills and very strong C++ programming skills are required.
Keywords: Equities Model Control, Mark review, Exotic Equity Derivatives, Financial Engineering, Valuation, Valuation Methodology, OTC Derivatives
Refer to Job#19924-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.
Leave a Reply
You must be logged in to post a comment.