Company: | EKA Finance |
Job Category: | Accounting/Finance/Insurance |
Job Title: | VP Level Equity Derivatives Quantitative Analyst |
Location: | New York, NY |
URL: | www.ekafinance.com |
About the Job
Investment Bank are looking to hire a VP level equity derivatives quantitative analyst.
Role:-
The candidate will develop new models and be responsible for generating new ideas, conducting theoretical research, developing the models and also overseeing the implementation into the analytics library. You will be given the responsibility to lead new modelling initiatives and you will assist the traders in managing their exotics books.
Requirements:
You will have at least 2 years experience in a quantitative role. You will have a strong knowledge of derivatives especially more exotic products. You will be expected to show a deep understanding of previous models you have worked on and have detailed equity derivatives knowledge, and demonstrate strong C++ skills.
You will have a PhD/ DEA from a top university and have very strong pricing knowledge.
Strong understanding of stochastic calculus and stochastic volatility modeling.
Please send a Word CV to Sara Hunter at quants@ekafinance.com or call Sara on + 44 207 903 5114.