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Associate Director, Quant
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The Bank of Nova Scotia
London, England, United Kingdom
Equity derivatives
Valuation models
Python
Skills & Requirements
Must-have
Equity Derivatives
Valuation Models
Python
Java
C++
Monte Carlo Simulation
Finite Difference Methods
Nice-to-have
Strong Communication Skills
Team Collaboration
Fast-Paced Environment
Key Requirements
PhD or MSc/MFE in Mathematics, Computer Science, Software Engineering, Physics, or related quantitative discipline
Experience in Equity Derivatives and Structured Notes
Robust programming skills in Python, Java, C++
Background in finite difference methods and Monte Carlo simulation
Work Rights
Not specified
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