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Equity Derivatives Modeling

this job appointment has expired

Location United States,

Remuneration Competitive

Employment type perm

Updated 03rd Nov 2017

Company Selby Jennings

Contact Melissa Cortes (NY)

Phone (646) 759-5605

Email click here

A global investment bank is looking for Associate/VP level candidates with a PhD in quantitative fields to join their Equity team. The candidate will be reporting to the Head of Equity and will be developing, implementing and writing models.

Qualifications of Equity Derivative Modeling

  • Masters or PhD in Quantitative field
  • Strong development skills in C and Python
  • Previous experience in derivative modeling
  • Stochastic volatility modeling and Monte Carlo
  • Knowledge and experience with multi underlying pricing techniques

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