Top-tier investment bank seeks quantitative analyst to develop exposure/pricing models for its hedge fund clients.
This is a hybrid role that will involve developing exposure models for a portfolio of hedge funds in addition to working closely with traders on pricing issues for any structured transactions.
In addition to a highly quantitative background (PhD/MSc in a numerate discipline), the candidate must have an excellent understanding of exotic derivatives across all asset classes together with the personality to deal with hedge fund managers and senior traders.
