The primary aim of this team is to research and develop quantitative models for the Equity Derivatives 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
Outstanding academic record with a PhD or Masters Degree in a quantitative discipline from a top-tier institution
Excellent analytical and problem-solving abilities
Strong written and verbal communication skills
Strong coding skills
Professional C++/Python development experience desirable
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