- Scotiabank (New York, NY)
- …and leverage broader Bank relationships, systems and knowledge. + Develops valuation models for equity derivatives flow and exotics products, and ensures the ... Associate Director or Director, Equity Derivatives Quant - New York...products and their valuation models + Knowledge of local volatility , stochastic volatility , multi-asset valuation, calibration schemes… more
- JPMorgan Chase (New York, NY)
- …methods used to estimate the fair value of equity derivatives (including options, variances swaps, volatility swaps) including: diffusive stochastic ... DESCRIPTION: Duties: Pricing and optimally executing equity derivatives transactions using advanced mathematical/stochastic pricing models and numerical… more