Quantitative Valuation Analyst-Exotic Equity Derivatives – New York recruitment

The role is responsible for improving and developing analytical capabilities for independent valuation of Exotic Equity trades whose value cannot be validated by means of external pricing services. The candidate will have 3 yrs of capital markets experience either in research, structuring or pricing complex equity derivative products (Barrier, Cliquet, Compound, Binary, Lookback, Range Accruals, Bermudan Options and Variance Swaps.) Knowledge of complex models, excellent communication skills and solid VB/VBA, Matlab and or SPlus skills is a plus. An advanced quantitative degree from a Top school Read more […]

July 9, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Valuation Analyst-Exotic Equity Derivatives – New York recruitment