- Citigroup (New York, NY)
- Flow and Volatility Equity Derivatives Quantitative Analyst is a strategic professional who stays abreast of developments within own field and ... and tools for pricing and risk management of Flow and Volatility Equity Derivatives . + Design, implement, and maintain quantitative models and algorithms… more
- 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