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My client, a top-tier Investment Bank, is expanding their Equity Research team and is looking to hire a stand out PhD graduate to focus on a series of technical, academically and intellectually challenging projects.
The successful candidate will have a solid understanding of derivatives, option pricing, stochastic calculus and probability theory, along with strong python or C++ coding. Experience with pricing models from a current or previous internship would be preferred but is not essential.
For more information, contact Cameron Marett at Cameron.Marett@AnsonMcCade.com or 0207 780 6700.