Front Office Quant Analyst (PDE expertise) recruitment

Award Winning Global Investment Bank, SingaporeFX Derivative TradingKEY RESPONSIBILITIES:Model implement parametric local vol, local-stoch vol, and Jump Diffusion modelsProvide trading with models for structured and vanilla exotic option productsDevelop mathematical models for pricing new and existing productsImplement models in numerically stable and fast algorithms that are timely robust and easy to understandImplement models for the risk management system and front office pricing environmentAssist the trading team in pricing and assessing the risk of complex transactionsSupport pricing tools Read more […]

December 23, 2009 • Tags: , • Posted in: Financial • Comments Off on Front Office Quant Analyst (PDE expertise) recruitment