Quant Analyst, Equity Derivatives
You should have similar experience that covers Pricing Models for Equity Derivative products. Likely to come from Valuations or perhaps Model Validation or Front-Office background.
The client is undertaking a multi £m project of change within valuations in response to market conditions, to bring it closer to the business
You will be tasked with the development of new models methodologies, fair value principles, model calibration for new trades, valuation adjustments, valuation uncertainty.
You will gain extensive exposure with Front Office Traders, Quant and Risk managment.
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Gary Williams on:
Email: gary@its-city.com
Direct Line: +44 (0) 203 176 6646
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