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Working very closely within the derivative quant pricing and risk teams, you will gain valuable experience of advanced quantitative techniques, modelling, instruments and products that cover all asset class. Additionally you have the opportunity to learn from some of the strongest and most talented quants in the industry.
It is essential that you have some experience of modelling as part of your PhD as well as a very strong quantitative background that has involved using applied mathematical techniques such as Stochastic Calculus, PDEs, Monte Carlo, etc...
Commercial experience of finance would be a bonus, ie internship or 1-2 years experience from any derivative asset class .
Must hold a PhD/DEA in mathematics, physics, engineering, or quantitative finance from a top univeristy;
Excellent analytical skills and knowledge of probability theory, stochastic calculus, Monte Carlo simulations and PDE techniques;
A distinct bonus if you have any knowledge from reading/internship/experience of derivative pricing;
Good programming skills, preferably OO, like C++
Good relational skills to communicate issues to the front-office and risk management.
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