Quantitative Research Equity derivative Modelling - Associate Vice President
Quantitative Research Equity derivative Modelling - Associate Vice President
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
Job Description
Job Description:
Quantitative Research Equities Modeling role requires to develop and maintain mathematical modes.
Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging areaThis is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.The Equities Modeling Quantitative Research(QR) team works closely with different stakeholders in the Global QR Equities team to develop and maintain sophisticated mathematical models for equity derivatives business
Job Responsibilities
- Developing mathematical models for pricing hedging and risk measurement of derivatives securities
- Identifying major sources of risk in portfolios explain model behavior by carrying out scenario analyses develop and deliver quantitative tools
- Assessing the appropriateness of quantitative models and their limitations identifying and monitoring the associated model risk
- Implementing risk measurement valuation models or algorithmic trading modules in software and systems
- Designing efficient numerical algorithms and implementing high performance computing solutions
Required qualifications capabilities and skills
- Advanced degree (PhD MSc or equivalent) in Engineering Mathematics Physics Computer Science etc.
- Good understanding of advanced mathematical topics like probability theory stochastic calculus partial differential equations numerical analysis optimization
- Experience of codedesign and demonstrable programming skills in C/Python or any other programming language
- Excellent communication skills both verbal and written can engage and influence partners and stakeholders
- Demonstrate good judgment decisionmaking is your strong side
- Enthusiasm about knowledge sharing and collaboration
- Strong interpersonal skills required to communicate in a direct succinct manner
Preferred qualifications capabilities and skills
- Knowledge of options pricing theory equities markets in particular equity derivative products and models is a plus but its not strict requirement
- Experience with data schemas and data structures would be useful in this role
- Robust testing and verification practices
- Relevant academic research publications a plus
Required Experience:
Chief
Employment Type
Full-Time
