Quantitative Analyst
GlobalHunt India Private Limited - Mumbai, MH
Job Description: Skill and Qualifications: 5-6 years experience working with traders Degree in Engineering (B.Tech) / MSc/PhD (in mathematica/physics/statistics) Knowledge of derivatives pricing and computation of hedging cost. Prior experience of implementing/calibrating models: FX: Black-Scholes, Local Volatility, Heston, etc. IR: Hull-White, Black-Karazinski, CIR, SABR, LMM, etc. Calculating Bi...
130 days ago from Monster India
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