Quantitative Analyst - VP/Director - NYC
A Tier 1 US Investment Bank is looking to bring on a strong quantitative modeler to their Equity Derivatives modeling team. This group is a part of the number one equities business on the street and is looking to add multiple senior hires going into 2023.
Sitting 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 model library
- Pricing library model maintenance, development, and implementation
- 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
- 3+ years of experience working as a desk quant on model development
- Equity derivative modeling and options pricing experience a plus but willing to consider candidates from other front office modeling backgrounds
