AVP, Quantitative Analyst, Quantitative Analytics Jobs, USA

The role involves working on various issues related to modeling pricing and risk management of equity and FX derivatives. Particular tasks range from improving the methodology of interpolating and extrapolating the implied volatility surface to designing models for pricing correlation swaps. The job has a varying research and development component. The candidate after the training is expected to excel in both aspects.The ideal candidate will have the following:•PhD in quantitative subject (physics, computer science, mathematics).•Deep understanding of fundamental mathematics, probability, stochastic Read more […]

August 10, 2012 • Tags: , , , • Posted in: Financial • Comments Off on AVP, Quantitative Analyst, Quantitative Analytics Jobs, USA