2004-11-08  pdf-file

Global Quantitative Reserach - Global Equities

Job specification

The equity derivatives desk of Deutsche bank seeks a junior equity derivatives quantitative analyst in London. This role is based on the trading floor and requires close collaboration with exotic equity derivatives trading and sales.

The initial focus is the modelling of equity, keywords being stochastic volatility models, local volatility and implied volatilities.
However, the integration of further asset classes, most importantly fixed income and default risk will also play an important role in the modelling process.
The candidate should be able to conduct application-based research on the frontier of financial modelling in an exciting and fast-changing environment; he or she will therefore need strong skills in mathematics, preferably Stochastic Analysis or a related field.

• He or She should have a PhD or strong first class degree from a leading school in mathematics or a related subject,
• strong skills in Stochastic Analysis or Probability Theory.
• good numerical programming knowledge (C++) is advantageous, and
• at least a basic knowledge of numerical methods (PDE, Monte-Carlo) is required.

This challenging role offers a great deal of potential to an exceptional candidate. The quality of the present team provides an outstanding opportunity to be at the cutting edge of the exotic equity derivatives market.

Contact

Hans Buehler

Deutsche Bank AG
1 Gt. Winchester St.
London EC2N 2EQ

Telephone: +44 20 7545 8242
Fax: +44 20 7545 1481

Direct Line: +44 20 7545 3781
Direct Fax: +44 11 3336 1731
Mobile: +44 79 8449 2736
Email: hans.buehler@db.com