Equity Derivatives Quantitative Strategist-Modelling Financial Derivatives-NYC

Equity Derivatives quantitative Strategist, volatility surfaces, stochastic models, quantitative analyst, C++, programming,mathematics. Top tier US Investment Bank  are looking to hire an equity derivatives quantitative strategist whose primary responsibility is the modelling of financial derivatives.  The group is very business focused and the quant Strategists  sit on the desk with the traders.  The job includes the development and implementation of stochastic models for the pricing of equity derivatives, the creation of pricing interfaces, pricing and analysis of new deals and contributing to the risk management structure of the desk. Specific modelling techniques will include characterisation of volatility surfaces, barrier option modelling and trading, dividend modelling. Hardcore C++ programming skills are essential as the models developed will be implemented in a production environment.  The successful candidate will have a PhD or equivalent degree in a quantitative field and 0-2 years of experience.  The experience could constitute a significant internship  or a junior front office quantitative analyst role or a  quantitative position within a model validation team. An excellent grasp of the theory and practice surrounding derivative mathematics is useful. Please send a Word CV to Joseph Goulden at quants@ekafinance.com Additional Information Location: US-NY-NYC Status: Full Time, Per Diem, Employee Career Level: Experienced (Non-Manager) Reference Code: EQS608 Job Category: Accounting/Finance Salary/Wage: 120,000.00 - 190,000.00 USD /year Relevant Work Experience: 1+ to 2 Years Education Level: Doctorate Contact: Joseph Goulden eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs