Associate Director, Quant

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

Tailored Resume

Cover Letter