The Gateway to Algorithmic and Automated Trading

VP Equity Derivative Quant Modeller

this job appointment has expired

Location United States,

Remuneration $160000 - $250000 per annum

Employment type perm

Updated 02nd Mar 2018

Company Selby Jennings

Contact Lauren Dennis (NY)

Phone (646) 759-5605

Email click here

VP Equity Derivative Quant Modeller

The Global Equity Quant Modelling Team at a prestigious Investment Bank who has experienced exponential growth within their offices overseas is looking to now build out their nimble quant team based in NY. Although there are an existing 2 quants supporting the business the head of the equity business is looking to insert an added level of seniority in order to provide local traders with added support.

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
  • Analyze 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.

Financial Job Opportunities | Automated Trader