A Tier 1 US Investment Bank is looking to bring on a strong quant to their Equity Quant Analyst or Modeler to their team. This group is a part of the number one equities business on the street and is looking to continue their growth and strong performance.
Sitting alongside the Trading and Technology team, this individual will work on complex equity products, delta1 modeling and pricing, volatility products and convertible pricing/risk. There will be exposure to strategy research, QIS, execution, and implementation of new pricing models on the Trading desk. This is a lean team looking for someone to wear multiple hats who has a strong interest in progressing their career.
Job responsibilities include:
- Develop and implement models to covering pricing and risk libraries in production
- Develop, manage and extend delta one pricing models including back-testing frameworks, back-testing strategies and analyzing model outputs
- Support the trading desk with tool development, analytics, market data analytics and signal generation
- Research and implementation of pricing models
Job requirements include:
- MS/PhD in a Quantitative field
- Strong Python or C++ skills
- 1+ years of experience working with equity derivative modeling or delta one products
- The ideal candidate will possess a background in machine learning or data mining