Equity Derivatives Quant Analyst recruitment
Front Office Quant Analytics GroupGlobal Investment Bank ESSENTIAL SKILLS EXPERIENCE:Exceptional academic background in a scientific field (PhD is advantageous)3-5yrs experience working as a front office quant in a leading financial institution (ideally equity derivatives)Good knowledge of Local vol model; Stochastic vol / Heston model; Local stochastic / hybrid vol model; exotic products (including multi barriers, range accrual, rainbow, accumulator, hybrids etc)Experience of Option Volatility Surface implementation, PDEs Monte Carlo simulationsExcellent programming skills in C++, C, Excel VBA Read more […]
November 21, 2011
• Tags: Equity Derivatives Quant Analyst recruitment, Quantitative Analytics careers in the Hong Kong SAR • Posted in: Financial • Comments Off on Equity Derivatives Quant Analyst recruitment