Entry Level Quant recruitment
Core Responsibilities:• Develop models and implement them in software for pricing and risk managing derivatives• Develop pricing and calibration tools• Benchmark and compare results of various techniques• Implement products using pricing engines and models• Explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics• Rapid prototyping of models and productsEssential skills, experience and qualifications:• Excellence in probability theory, stochastic processes, partial differential Read more […]
May 14, 2012
• Tags: Derivatives careers in the UK, Entry Level Quant recruitment • Posted in: Financial • Comments Off on Entry Level Quant recruitment