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|C++ Hybrid Derivatives Quantitative Analyst
||New York, US
||OPEN depending on experience
|| Top US investment bank requires an experienced quantitative analyst to join the front office exotics group. The group is currently focusing on exotic interest rate, FX and their associated hybrids. As part of the ongoing growth of the business, my client would like to hire an equity derivatives quant (particularly with experience in fund derivatives) to join the exotics desk. You will have: A minimum of 3 years experience in a front office equity derivatives role at a top house. Outstanding financial mathematical skills (both stochastic calculus and numerical analysis techniques). A PhD/ DEA from an internationally renowned university. A passion for pushing the boundaries of quantitative research combined with an understanding of the essentially practical needs of the trading floor. Strong C/C++ modelling skills. The current team of quantitative analysts are of world-class standard and would like a similar calibre person to join their team.
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