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The primary aim of this team is to research and develop quantitative models for the Equity Derivatives/Hybrids business, as well as to ensure their compliance with internal policies and industry regulations. This involves:
Developing models for the pricing and risk management of equity derivatives, including investigating improvements to existing models
Implementing these models in our quant library
Writing model documentation compliant with internal and regulatory standards
Working with model control teams to facilitate timely and efficient review and approval of models
Liaising with business functions as well as other quantitative research and control teams.
intern < 2 years of experience in a derivatives modelling environment (either front office or model validation)
Professional C++/Python development experience
Excellent analytical and problem-solving abilities
Outstanding academic record with a higher degree in a mathematical subject from a top-tier institution
Excellent written and oral communication
Thorough understanding of equity derivatives pricing theory and standard models
Strong coding skills
Internal Number: 5877307
About Anson McCade
eFinancialCareers is a career site specializing in financial services.