Leading European Investment Bank is seeking an Equity quant to join their cross asset financial engineering team. The position will report directly to the Global Head of Equity Quants.  My client requires a candidate with experience on Local Volatility and Stochastic Volatility. Exposure to Equity/Commodity hybrid models and convertible bonds would be preferred but not essential. This role will involve both the development of models and their implementation (C++).  My client would therefore prefer candidates with an appreciation for programming.  Understanding of numerical methods such as PDEs and Monte Carlo would also be ideal.  The financial library being used is cross asset and is widely considered to be one of the best in the market.  The team is close knit and their culture offers a reasonable work life balance.