Derivatives Quantitative Analyst

Tasks

• Build quantitative models for equity derivatives
• Develop Monte Carlo and PDE numerical methods
• Document model development clearly
• Implement mathematical models in front office systems
• Perform market data simulation and visualization
• Provide pricing support for equity derivatives
• Support derivatives desk for risk assessment

Perks/Benefits

• Flexible working options

Skills/Tech-stack

Boost | C++ | Data Simulation | Derivative pricing | Differential Equations | EQ FX | EQ Rates | Equity Derivatives | Market Data | Market Data Simulation | Monte Carlo | Numerical Methods | Partial differential equations | Risk Management | Standard Template Library | Stochastic Calculus | Template Library