Equity Quant Strat - New York, United States - Selby Jennings

Description

Equity Quant Strat - Tier 1 US IB - NYC

This organization is investing heavily in the equity structured products business and is dedicated to growing this centralized team to support sales, trading and structuring.

The team is looking for strong strats to build algorithms the automate the business across pricing, execution, and other systems. This team has a flat structure and provides the opportunity for countless new initiatives/projects that provide direct business impact.

Job responsibilities include:

• Automation of new pricing and execution tools in support of the equity structured products business
• Collaborate and support other front office teams including sales, trading and structuring
• Development and implementation of decision making logic engines
• Work collaboratively with multiple trading desks within the broader equities business

Job requirements include:

• MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
• Proficiency in python is required, SecDB is a strong plus
• 2+ years of experience working on automation research and implementation. The ideal profile will come from the front office but the team is also open to strong generalists from other backgrounds
• Equity structured products experience from a development/modeling focused seat
• Strong interpersonal skills