Equity Quantitative Analyst - AVP/VP - NYC
A Tier 1 Global Investment Bank is looking to bring on a strong quantitative modeler to their industry leading Equity Derivatives team. This group is a part of one of the top equity businesses on the street and is looking to add a strong hire to help with direct support of the trading desk.
Sitting directly alongside the Trading team, this individual will work on the research, development and implementation of complex pricing models covering exotic equity derivative, volatility and delta one products. As part of a lean team this opportunity is perfect for a candidate looking to take increased responsibility, lead new initiatives and set themselves up for excellent long term career growth.
Job responsibilities include:
- Development and implementation of new strategic equity pricing models and libraries
- Direct support for the Equity Derivatives trading teams
- Development and implementation or trading tools for the trading desk
- Implement new equity derivative pricers and maintaining existing ones for exotic trading team
Job requirements include:
- MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
- Strong C++ modeling or development skills
- 1+ years of experience working as a desk quant on model development
- Equity derivative modeling and options pricing experience a plus but willing to consider candidates from other front office backgrounds