15+ years experience in equity derivatives model validation
Advanced degree in quantitative fields
Deep knowledge of stochastic calculus and numerical analysis
The role involves independently validating complex models for exotic equity derivatives including autocallables and variance products
Job Summary
The role involves independently validating complex models for exotic equity derivatives including autocallables and variance products.
Candidates must develop scalable testing libraries using C++ or Python to ensure model accuracy and stability across various volatility regimes.
The position offers a competitive salary range of $121,600.00 to $211,800.00 along with comprehensive benefits including health insurance and retirement plans.
Matching Summary
The role involves independently validating complex models for exotic equity derivatives including autocallables and variance products.