A Global Investment are currently seeking a senior Equity derivatives Quant for their London Office. Due to the recent appointment of a global head of trading they are now looking to develop a range of new pricing models to support the invigorated trading strategy. You will deputise the global head of Quant research for Equity derivatives and will be based on the desk alongside the traders.
Your responsibilities will include;
1. The development of Path-dependent Basket options (Quantos, AutoCallables, Barriers, Cliquets)
2. Black-Scholes model, volatility smile models (local volatility and market implied distributions) Monte-Carlo methods
3. Development of C++/XL pricers
Please contact me for full details on this excellent opportunity.
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