Exotic Quant Analytics – FO or Risk aligned recruitment

Interested to speak with any quants with exposure to the following models:HestonStochastic volatilityLocal volatility Other equity / commodities or FX exotic pricersThe role will offer the chance to do the following:Really understand the pricing modelWork at Top Tier IB with £3billion + profits in Q1 and Q2 of 2012Intellectually challenging in terms of complex products, models, risks and problemsWork with entire business – trading desk, quant research, quant development, IPV, FO risk, and financeThis role will be AVP level and will pay between £65,000 – 75,000 before bonus. If you are interested, Read more […]

August 22, 2012 • Tags: , , • Posted in: Financial • Comments Off on Exotic Quant Analytics – FO or Risk aligned recruitment