Fx/ Equity Derivatives Options Quant - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
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London, United Kingdom

1 week ago

Tom O´Connor

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Tom O´Connor

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Description
**Role:
- **The role will involve working across2 systematic volatility arbitrage programs (one in FX the other in Equity Indices)


You will:

  • Develop and implement models to compute overhedges for options
  • Pricing library model maintenance, development, and implementation
  • Develop and implement a tool for hedging derivatives
  • Implement new pricers and maintain existing ones for exotic trades
**Requirements:
- *
  • Strong C++ skills
  • Equity derivative/ FXmodeling and options pricing experience
  • 25 years of experience working as a desk quant
  • You must have very good knowledge of options.
  • Accurate Greek computations and uptodate calibration methods
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