TOP I-BANK: Equity Derivatives Quant Analyst–Custom Indices recruitment
You will be responsible for:
- Implementing and developing Custom (formula based) indices with equities and commodities as underlyiers, to be used on derivatives trades
- Identify trading ideas for development of new products and indices
- Supporting and maintaining the index calculation trading system
- Developing and improving pricing, models and risk management used for exotic products
- Improve trading efficiency through automation of processes and analysis
You will be required to have:
- Minimum 3 years relevant quantitative financial experience in creating and execution of custom indices
- Masters or PhD in a technical discipline such as Physics or Computer Science
- Extensive knowledge of Knowledge of portfolio theory, asset pricing, transaction cost analysis, statistics, econometrics or derivative modeling
- Previous experience working in a Sales and Trading working environment.
Take this fantastic opportunity to join an established desk in a new and growing market, and take your career to the next level! 