Equity Derivatives Pricing Model Validation Quant

  • Above market rate
  • London, England, United Kingdom London England GB
  • Contract, Full time
  • Technology Boutique Ltd
  • 20 Apr 18 2018-04-20

Equity Derivatives Pricing Model Validation Quant

My client, a market leader in their field requires a team of 5 quants for equity derivatives pricing model validation work. You must have strong knowledge of equity derivatives, along with strong local volatility (Dupire) experience. You need strong C++ experience and be able to demonstarte knowledge of Fokker-Plank evolution of probaility distributions, local variance, and implied variance. We need people who are available pretty much immediately.