Expert Junior PhD Mathematician for US Investment Bank-Hybrids Quant Team

PhD, Junior, Maths, Mathematics, Mathematician, quant, quant analyst, finance, PhD, Stochastic Calculus, HJM, PDEs, derivatives,Monte Carlo Simulations, Brownian Motion, C++, investment bank Top Investment Bank are looking for a talented mathematician to join their Hybrids Quant team as a junior quantitative analyst.  The position is on the Hybrids desk working with structured products whose underlying are a combination of different (yet still correlated) asset classes are priced and sold to the large number of institutional and retail clients of the desk. There is a huge amount of interaction between Quants, Traders and Structurers on this desk and for that reason my client is looking for somebody who has exceptional interpersonal and communication skills. They are looking for candidates who are superb mathematicians.  You will have significant experience in Stochastic Calculus, Measure Theory, Stochastic Differential Equations and Complex Analysis. From a mathematical finance perspective you should have a strong understanding of the Martingale Representation Theorem, Lévy's characterisation of Brownian motion, Girsanov's Theorem and Brownian Bridges. Also knowledge of some of the more well known mathematical finance models such as Heath-Jarrow-Morton (HJM), Hull and White and Cox-Ingersoll-Ross as well as Stochastic and Local Volatility. You will also have strong knowledge of numerical approaches to solving Partial Differential Equations (e.g. Crank Nicholson etc) as well as experience running Monte Carlo Simulations. You should have a PhD in Mathematics, Theoretical Physics or Mathematical Finance from a top academic institution and have achieved a GPA of 3.8 or higher. The ability to programme in C++ is necessary but for this role your skills as a top mathematician is really what my client is after. My client is one of the best places to kick start your career as a Junior Quant. Remuneration at this firm is as good as it gets and you will have the opportunity to work with and learn from some of the best quantitative analysts in the Finance industry. Candidates who are interested in re locating to London are highly sought after also. Please send a Word CV to Sara Hunter at quants@ekafinance.com or call Sara on + 44 207 791 0468 Additional Information Location: NYC Status: Full Time, Employee Career Level: Entry Level Reference Code: Q2408 Job Category: Accounting/Finance/Insurance Salary/Wage: 100,000.00 - 125,000.00 USD /year+ Benefits Relevant Work Experience: Less than 1 Year Education Level: Doctorate Contact: Sara Hunter eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs