My client is a Leading Investment Bank in New York – they are looking for an Equity Derivative Desk Strat. This front-office team is extremely strong and well-respected.
Work closely with traders to assist decision making & increase efficiency in trading
Perform desk-support duties, implementing/enhancing pricing analytics, risk & PNL.
Volatility modelling and vol-fitting, market data management and calibration.
Back-test hedging strategies and perform critical analysis of the results
Build tools for trading and risk management of equity derivatives products
Advanced degree in a quantitative subject such as Engineering, Applied or Financial Mathematics, Physics, Software Engineering; experience in a related industry preferred.
Strong programming skills/experience in object-oriented language (C++ and/or Java preferred). Database knowledge (KDB/SQL) and scripting language (Python) a strong plus.
Solid understanding of Probability & Statistics, Numerical Analysis, Stochastic Calculus, Approximation theory, Partial Differential Equations…
Drive and desire to work in a team-oriented environment.
Ability to communicate effectively in both written and verbal English.
If interested, please reply to this ad or send a resume to me at firstname.lastname@example.org