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VP - Quantitative Modeller- Equity Derivatives

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Location United States,

Remuneration $160000 - $200000 per annum

Employment type perm

Updated 01st Dec 2017

Company Selby Jennings

Contact Lauren Dennis (NY)

Phone (646) 759-5605

Email click here

VP - Quantitative Modeller- Equity Derivatives

A prestigious and large Investment Bank in New York is looking to add an exceptional Quant Modeller on the team to join their prestigious Equity Quant Modeling Team. They are responsible for building and delivering all models across sales, structuring and the trading desks globally. This will be an opportunity to work directly with revenue generating activities and provide daily support for front office analytics.

Responsibilities will include:

  • Develop and implement analytics for hedging and pricing
    • Developing a state of the art equity derivatives modeling library
    • Implement infrastructure to support the modeling library
    • Analyse large data sets to determine systematic patterns
    • Support trading and sales desks in pricing new deals and using the modeling library


Candidates should possess:

  • Masters degree or Ph.D. in a quantitative field (Physics, Mathematics, Financial Engineering)
  • 3 years of relevant work experience as a front office desk quant
  • Strong programming skills (Python, C )
  • Experience in modeling equity derivatives, interest rate derivatives or CVA is desirable
  • Experience with front office technology stack is an asset




If there is any interest in this position, please click the APPLY NOW button directly below.


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