Hybrids Quant VP/Dir Level
My client is seeking an FX, Equity or Hybrid Exotics Derivatives Quant. This candidate will report to the regional head of the Hybrids quant group. The candidate will work closely with senior exotic, flow and convertible bond traders, structurers and sales people to develop models, risk measures and trade ideas. This candidate will participate fully in implementing the modelling capabilities of the Hybrid derivatives franchise, with opportunities to contribute on a regional and global basis. The candidate will be very closely involved with the trading desks and enhancing their businesses.
- PhD (or equivalent qualification) from a top tier academic institution in a quantitative field.
- Experience in applying advanced mathematics, finance and computer technology to finance. Particular credit will be given for exposure to relevant numerical methods (Monte Carlo, grid methods for solving PDEs).
- Various degrees of professional experience in the above areas will be considered, but the optimal candidate is likely to have around two years of experience in derivatives modeling.
- Experience in programming in object orientated languages (C++, C#, Java) and be able to demonstrate strong communication skills.