Equity Quantitative Analyst - VP/Director - NYC
A Tier 1 US Investment Bank is looking to bring on a strong quantitative analyst to their industry leading Equity Derivatives team. This group is a part of the number one equities business on the street and is looking to add multiple high level hires to help with direct support of the trading desk.
Sitting directly alongside the Trading and Technology teams, this individual will work on the research, development and implementation of complex pricing models covering vanilla, equity derivative (flow and exotics), volatility and delta one products.
Job responsibilities include:
- Development and implementation of a new strategic equity pricing models and libraries
- Direct support for the Equity and Equity Derivatives trading teams
- Development and implementation or trading tools for the trading desk
- Implement new derivative pricers and maintaining existing ones for exotic trades
Job requirements include:
- MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
- Strong C++ modeling skills
- 2+ years of experience working as a desk quant on model development
- Experience with stochastic vol, option pricing, PDE's, and other models a plus