Equity Derivatives, Quantitative Researcher
Nomura · new york, US
FinanceBanking/Financequantitative-analysisequity-derivativesc++pythonnumerical-methodsstochastic-calculus
The role involves supporting and developing quantitative models for equity derivatives products. Candidates should have experience with numerical methods and programming skills in C++ and Python. Strong communication skills are essential for articulating complex concepts to non-technical personnel.