ED Equity Derivative Strat - NYC
A Tier 1 Global Investment Bank is looking to bring on a strong quantitative modeler to help lead their growing Equity Derivatives team. This group is a part of a lean business that is currently looking to expand significantly within the equity derivative space.
Sitting directly alongside the Trading team, this individual will lead a team supporting research, development and implementation of innovative pricing models covering exotic and flow derivatives. Working directly with the trading desk as part of a lean team this opportunity is perfect for a senior VP or ED looking to take increased responsibility, lead new initiatives, manage a larger team and set themselves up for excellent long term career growth.
Job responsibilities include:
- Development and implementation of new equity derivative pricing models for flow and exotic products
- Management of team of front office quantitative modelers and strats
- Strong business ownership and knowledge to allow for collaboration with the trading team
- Ownership and maintenance of long term business and research projects across associated modeling, development and libraries.
Job requirements include:
- MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
- Strong C++ or Python modeling or development skills
- 5+ years of experience working as a desk quant in the equity derivative space
- Experience managing a team and collaborating with business leadership
- Excellent communication skills and the ability to interact with traders on a daily basis
