Associate/Senior Associate/AVP - Quantitative Pricing Model Developer - Equity & Derivatives

Responsibility:-

1) Looking for a Quantitative pricing model Developer for Equity and derivatives.

2) knowledge of Development AND validation of equity derivatives pricing models considering local volatility, SABR, stochastic volatility.

3) Knowledge to manager various risk including smile risk using SABR model of stochastic volatility.

4) quantitative model development for derivatives using various analytical tools and techniques.

Key Skills - Stochastic Calculus, python, SAS, R