Quantitative Analyst - GED

Tasks

• Build quantitative models for equity derivatives valuation
• Develop Monte Carlo pricing and simulation
• Develop PDE based numeric methods
• Document model development
• Explain and visualize market data
• Implement mathematical models in front office systems
• Support derivatives desk risk assessment

Perks/Benefits

• Career support for returners
• Flexible working options

Skills/Tech-stack

Boost | C plus plus | Differential Equations | English | Equity Derivatives | Market Dynamics | Monte Carlo | Numerical Methods | Partial differential equations | Risk Management | Standard Template Library | Stochastic Calculus | Template Library