Support structured products and convertible bond desk.
Develop and implement equity derivatives models and research new models.
Support risk management system for volatility trading.
Support all equities volatility businesses including structured products, flow and convertible bonds desk with modeling, pricing and hedging.
Develop new volatility fitting algorithms and support day to day operation of all equity volatility business.
Email us at:
WallStreetQuants@gmail.com
with your contact information and we will call you about this opportunity
WallStreetQuants@gmail.com
with your contact information and we will call you about this opportunity
Requirements:
3-5 years experience as a front desk quant pricing, modeling and supporting risk management for exotic equity volatility desk (structured products, flow, convertible bonds, etc.)
PhD or equivalent degree from top tier school in hard sciences, math or financial math.
C/C++ and VBA coding with emphasis on numerical method implementation.
Excellent knowledge of stochastic calculus, equity derivative models and hands on experience implementing models.
Solid analytical and problem solving skills.
Ability to work in a time sensitive environment.
Ability to multi-task with strong attention to detail.
Ability to work effectively in a team environment.
Proactive personality with ability to learn quickly.
Excellent written and verbal communication skills.
