Associate -> Director Equity Derivatives Quant
Equity Derivatives Quant - Associate -> Director
Location: New York City
Summary
A leading global investment bank is looking to add an Equity Derivatives Quant to its Quantitative Analytics team in New York. This role combines front-office trading support, quantitative research, and analytics platform development, offering direct exposure to traders, risk managers, and technology teams. The candidate will contribute to derivatives pricing models, volatility analytics, risk frameworks, and the modernization of the firm's library/infrastructure. This is an excellent opportunity for a desk quant or quant developer looking to work on both trading-related challenges and strategic analytics initiatives. Ideally candidates will have experience in either flow or exotics.
Key Responsibilities
- Support equity derivatives trading through pricing, risk analysis, volatility modeling, and P&L investigations.
- Develop and enhance pricing, risk, and analytics libraries used across the trading business.
- Conduct quantitative research focused on model calibration, market behavior, hedging, and risk management.
- Improve quantitative infrastructure through scalable software design, API development, and library modernization.
- Partner with technology teams on automation, data workflows, and trading platform integration.
Requirements
- Advanced degree in Mathematics, Physics, Computer Science, or another quantitative field.
- Experience as a front-office quant, quant developer, or desk strategist within equity derivatives.
- Strong understanding of derivatives pricing, volatility surfaces, calibration, and risk analytics.
- Strong programming skills in C++ and Python preferred.
- Ability to communicate effectively with traders, technologists, risk teams, and other quantitative professionals.
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