Imported from previous forum
Our client is looking for an Equity Quantitative Research Analyst.
The person will be heavily involved with pricing and support of Exotic Equity Derivatives products (i.e. multi-asset, forward starting, path dependent structures). This role will require very good object design skills and experience in C++ programming of quantitative models (on XP/Solaris). Being part of an 18 strong team (located in London, Stamford and Chicago) the new team member will be responsible for the implementation and support of proprietary models within sales and trading.
Essential Education:
• A MSc/PhD in Computer Science, Mathematics or Physics.
Desirable Education:
• A MSc/PhD in Financial Engineering and or MBA
Business and Technical Experience:
• A minimum of 1 - 5 years Quantitative Analysis work experience preferably within the Investment Banking industry in an Equity and or Exotic Equity Derivatives environment.
Knowledge, experience and proficiency in the following technologies:
• C++/STLs
• XML
• Excel/VB
• XP/Solaris