Quantitative Analyst - Director (Equity Derivatives)
- Hiring Organisation
- Huxley Associates
- Location
- London, United Kingdom
- Salary
- > £ 150 K
focus on exoticsStrong understanding of: Stochastic calculus, PDEs, and numerical methodsVolatility modelling (local vol, stochastic vol, hybrid models)Proficiency in Python and/or C++, with experience developing production-quality codeProven ability to work closely with front-office stakeholders in a trading environmentDesirableExperience with structured products (e.g. autocallables, barrier options ...