Head of Quantitative Modelling & Research
SD Guthrie International(2 months ago)
About this role
Senior quantitative researcher role at a trading firm focused on options market making and volatility modelling across commodity and currency markets. The position supports the firm's quantitative capabilities for derivatives pricing, calibration and risk analytics.
Required Skills
- Volatility Surfaces
- Greeks Engines
- Market Making
- Execution Algorithms
- Smile Parameterisation
- Local Volatility
- Stochastic Volatility
- Model Calibration
- Numerical Stability
- Arbitrage Free
+9 more
Qualifications
- PhD in Quantitative Field
- Master's in Quantitative Field
About SD Guthrie International
sdguthrie-international.comSD Guthrie International, as downstream for Sime Darby Plantation, manufactures, sells and markets oils and fats products, palm oil-based biodiesel,…
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