Quantitative Valuation Analyst-Exotic Equity Derivatives – New York recruitment
The role is responsible for improving and developing analytical capabilities for independent valuation of Exotic Equity trades whose value cannot be validated by means of external pricing services. The candidate will have 3 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 solid VB/VBA, Matlab and or SPlus skills is a plus. An advanced quantitative degree from a Top school is required.
Keywords: Equities Model Control, Mark review, Exotic Equity Derivatives, Financial Engineering, Valuation, Valuation Methodology
Refer to Job#19385-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.