The Gateway to Algorithmic and Automated Trading

Equity Quant l Investment Bank l NYC

Location United States,

Remuneration $120000 - $200000 per annum

Employment type perm

Updated 15th Mar 2018

Company Selby Jennings

Contact Melissa Cortes (NY)

Phone (646) 759-5605

Email click here

The Global Head of Equity at a top tier investment bank here in NYC reached out directly as he is looking to bring on board a senior VP level candidate to join his team. After a few successful quarters the business gave him this approval and as it is a key hire within the group, the individual must not only have extensive equity knowledge but must also be able to interact closely with a variety of different parties. The candidate will be reporting directly to him and will be primarily utilizing C and they will be responsible for developing, implementing and writing models.

Qualifications of Equity Derivative Modeling

  • 5 years of derivative pricing modeling
  • Masters or PhD in a Quantitative field (computer science, physics, ect.)
  • Exceptional development skills in C and Python
  • Previous experience in derivative modeling
  • Stochastic volatility modeling and Monte Carlo
  • Knowledge and experience with multi underlying pricing techniques

Financial Job Opportunities | Automated Trader