• $160000 - $250000 per annum
  • New York, NY, USA
  • Permanent, Full time
  • Selby Jennings QRF
  • 02 Mar 18

VP Equity Derivative Quant Modeller

  • Location: New York, NY, USA
  • Salary: $160000 - $250000 per annum
  • Job Type: Full time

A global Investment Bank with offices in 4 different countries is looking to bring on an exceptional Equity Quant Modeller to join their prestigious Equity Quant Modeling Team located in New York.

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.

New York, NY, USA New York NY US