RESPONSIBILITIES:
Experience with exotic equity products and scripted payoffs (ex. BLAN). Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility). Understanding of Monte-Carlo simulations. Ability to communicate efficiently and concisely in writing and verbally. Programming skills in at least one language, preferably C++. SKILLS AND QUALIFICATIONS: Bachelors, Masters, or PhD in STEM or similar subject. Direct experience working with equities. Strong analytical and problem-solving skills. Strong quantitative skills and experience in statistical analysis. Collaborative team player with strong verbal communication skills. 8+ years working experience in the financial industry (buy or sell side). BONUS SKILLS AND QUALIFICATIONS: Programming skills in Java andor Python. Capstone is committed to creating an inclusive environment where we welcome people of different backgrounds. Capstone considers applications for employment without regard to all applicable protected characteristics, including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status.
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My client trades LNG, gas, power and energy attributes - and connects independent producers, suppliers and corporate off-takers in the wholesale energy markets.The Quantitative Analytics team is responsible for:Providing high-quality model development that supports front office pricing and risk management of complex and structured productsCarrying out quantitative analysis of complex...
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RESPONSIBILITIES:Experience with exotic equity products and scripted payoffs (ex. BLAN). Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility). Understanding of Monte-Carlo simulations. Ability to communicate efficiently and concisely in writing and verbally. Programming skills in at least one language, preferably C++. SKILLS AND QUALIFICATIONS:...
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Taylor Root London
