They are ideally looking for an extremely technical candidate with exceptional programming skills in C++ to work to support the trading desk in the development and implementation of their pricing libraries and models within the Exotic Equities space. This is a phenomenal opportunity for someone who wants to be hands-on in an Individual Contributor seat on a small team where you are will be able to get exposure to unique product coverages and see the impact of your work daily.
Key Responsibilities:
- Develop pricing models to be implemented into the firms complex C++ pricing libraries
- Develop tools and risk models to be used by the trading desk on an everyday basis
Key Qualifications:
- Deep knowledge of Exotic Equities and Equity Structured Products
- 7 - 10+ years of industry experience in a Quantitative Development or Quantitative Modeling seat within the Equity Structured Products space
- Ph.D. or Master's Degree in Mathematics, Computer Science, Engineering, or another quantitative field
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in C++
