Front Desk Strat - Equity Derivatives Front Desk Strat - Equity Derivatives …

Alexander Chapman
in New York, NY
Permanent, Full time
Last application, 29 Oct 20
Competitive
Alexander Chapman
in New York, NY
Permanent, Full time
Last application, 29 Oct 20
Competitive
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. This individual will be working on pricing libraries, volatility modeling and other quantitative activities to support the traders.

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.

Responsibilities include:

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

 

Skills/Experience Required

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 j.gillott@alexanderchapmanltd.com

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