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- Advanced degree in a quantitative field
- 5+ years of experience in equity derivatives and their valuation models
- Knowledge of Finite Difference, Local Vol, Stochastic Vol and Monte Carlo Simulation
- Expert in C++ & Python
- Work well in fast pace environment and communicate with the trading desk
- Develop equity derivative models for exotic and vanilla products
- Build out new infrastructure for the team that embody advancements of models and related technology
- Improve and maintain C++ library
- Develop front office analytics for pricing, risk management, hedging and P&L attribution
VP/Director - Equity Derivatives Quant - New York, United States - Selby Jennings
Description
Title: VP/Director - Equity Derivatives Quant
Salary: $300,000 + Total Compensation
A top tier investment bank is looking bring on an VP/Director - Equity Derivatives Quant. A great opportunity to join a collaborative and growing team that enables entrepreneurship and exposure to exciting new projects. The ideal candidate will have experience building models for equity derivative exotic products & work very closely with the trading desk. Proficiency in C++ is a must. An amazing opportunity to work closely with some of the most successful and established individuals in the business.
Qualifications:
Responsibilities: