Bank Of America Equity Exotics Strategist 

United Kingdom, England, City of Westminster 

529090585

Equity Derivatives Quant, Vice President

Vice President

Responsibilities

• Working on a wide range of projects including improving our fundamental pricing models

• Developing tools to help identifying trading opportunities and improve the risk management of the books

• Enhancing complex autopricing algorithms used be the firm

Skills

• Candidates educated at Master or PhD level in a STEM subject.

• 2 to 10 years in a quant role in derivatives preferably in Equity Derivatives, with both a theoretical and practical understanding of Local Volatility, Stochastic Volatility, Correlation, Dividend modelling

• Theoretical and practical understanding of numerical methods, including Finite Difference method for PDEs, Bermudan Monte-Carlo

• Products expertise desirable in Equity autocallables, issuer callables, volatility target and variance derivatives

• Experience of implementing models and analytics in C++ and Python in a production quantitative library

• Proven track record of delivering robust, scalable and rigorously tested implementations in a dynamic environment

• Excellent written and oral communication skills.

We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.