Company: | eka finance |
Job Category: | Finance |
Location: | New York City, NYC |
Job Title: | Equity Derivatives Quantitative Analyst |
E-mail: | quants@ekafinance.com |
Job Description:
Investment Bank is looking to hire a mid level equity derivatives quantitative analyst to join their exotic equity team in Hong Kong initially. The hire has already been signed off, with a substantial guaranteed bonus potential. You will be part of an extremely successful, profitable and growing business
The role will allow the successful candidate to model the most exotic products including:
Asian Options
Tarns
Cliquets and
Digitals
Qualifications:
You will have experience in the following:
- Local stochastic volatility
- Stochastic calculus
- C++
- Local volatility
An in depth understanding of equity markets and experience with object-orientated programming (C++, Java) is required.
You will be educated to a PhD level in a highly quantitative course such as Mathematics, Physics or Engineering and have exceptional numerical and analytical skills.