Must have a minimum of Masters degree, or foreign equivalent, in Mathematics, Mathematical Finance, Financial Engineering, or related mathematics field of study and at least three 3 years of experience as a Trader, Financial Analyst, Quantitative Analyst, Developer, or a related quantitative role within the investment banking or financial services industry. Must have FINRA Series 7, 57 and Securities Industry Essentials SIE at time of hire. Must have at least three 3 years of employment experience with each of the following required skills Equity derivatives pricing using option pricing theory and models; Black Scholes models, Local Volatility models, and Local Stochastic Volatility models; Risk management of Exotic Derivatives; Delta, Gamma, Vega, Theta, Div, FX Risk, dVegadSpot, Corr risk, Corr Skew, and Discontinuity Risk concepts as related to managing trading books; Leveraging knowledge of first order and higher order equity exotics product risk and behavior under market scenarios; C, Python, Excel, VBA, FMD, and SQL database to back test trading strategies and develop tools to automate activities; Vanilla and Exotic Equity Derivatives including structured notes to ensure Risk and PnL accuracy; Researching and interpreting movements in U.S. economy on micro and macro levels and analyzing how trends may impact existing and potential trades.
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