AVP/VP Quantitative Analyst - Derivatives Modeling | NYC
AVP/VP Quantitative Analyst - Derivatives Modeling | NYC
We're partnered with the front office trading team at a leading investment bank looking to hire a strong Quantitative Analyst to join their derivative modeling team.
This opportunity is ideal for front office derivatives quants seeking their next step, as well as PhD-caliber candidates in Model Validation, Quantitative Risk, XVA, or similar teams looking to move closer to the trading desk and leverage their quantitative expertise in a front office trading environment.
Ideal candidates will have:
- Exceptional understanding of stochastic calculus, probability, and numerical methods
- Experience with derivatives pricing and risk models
- Knowledge of PDE methods, Monte Carlo simulation, and Black-Scholes frameworks
- Python and/or C++ programming skills
- An advanced degree (PhD preferred) in Mathematics, Physics, Engineering, or a related quantitative discipline
If you're a quantitative professional with a strong derivatives modeling background looking to move into or advance within a front-office environment, we encourage you to apply.
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