Equity Derivative Quant
We are currently partnered with a Global Investment Bank's Head of Equity Derivative Quants who is looking to build out their team in NY. This hire will ideally join the business as a Vice President or Executive Director with industry expertise developing and maintaining pricing models and analytics for equity derivatives, with an emphasis on exotic and structured products.
Responsibilities:
- Work closely with trading and broader global quant team to design and enhance equity derivatives models.
- Develop and implement pricing models for exotic equity derivatives, structured products, and corporate derivatives.
- Build and improve quantitative frameworks, including pricing engines, hedging analytics, P&L attribution, and volatility modeling.
- Provide quantitative support for pricing, risk analysis, and bespoke transactions when required.
Requirements:
- Master's or PhD in a quantitative field such as Mathematics, Physics, Engineering, or Financial Engineering.
- 6+ years of experience in a front office equity derivatives quant position
- Strong exposure to exotic equity derivatives and structured products.
- Solid understanding of stochastic calculus, pricing theory, and Greeks. Experience with numerical methods such as Monte Carlo simulation and PDEs.
- Knowledge of volatility modeling (e.g., local and stochastic volatility).
- Proficiency in Python and C++
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