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Mis à jour le vendredi 25 mai 2012
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Foreign Exchange Desk Quant - Associate Director / Vice President - New York - USA
Salary: $110,000-$140,000A new and exciting opportunity as a Foreign Exchange Desk Quant located in New York has emerged, at a top tier bank looking to expand. Not only will the candidate gain exceptional experience working closely with Traders, but also given massive responsibilities from day one with huge potential of leading their own team within their first year.The role will involve the following tasks:-Developing and creating new models.-Develop pricing tools for the trading team.-Clarify model performance and results to traders, identify potential sources of risk and conduct scenario analysis.-Implementing products and supporting the trading desk.-Benchmark and analyse results of different techniques.-Experience using smile dynamics, local volatility, local stochastic volatility, Heston, Jump Diffusion, Vanna Volga etc.Skills, experience and qualifications:-Previous experience of mid-level quant modelling and/or derivatives trading desk support experience in FX, Credit and Equity etc.-Thorough understanding of the quantitative models for pricing and hedging derivatives.-C/C++ coding with focus on various numerical methods.-Expert level mathematician with regards to stochastic calculus, PDE's, ODE's, Ito Calculus and Brownian Motion.-PhD/equivalent degree from a top tiered university in Maths/Maths finance/Physics or engineering.-Strong communication skills.This bank has an exceptional team with exceptional opportunities. The successful candidate will be paid extraordinarily well.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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