Equity Derivatives Quantitative Analyst - Vice President - PhD Equity Derivatives Quantitative Analyst - Vice  …

Selby Jennings QRF
in Manhattan, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 25 Nov 21
USD300000 - USD400000 per year
Selby Jennings QRF
in Manhattan, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 25 Nov 21
USD300000 - USD400000 per year
Selby Jennings QRF
Exciting opportunity to join one of the premier Equity Derivative desks on Wall Street. If you want to work on some of the most challenging mathematical models in Finance and are looking to work in a high pace environment, Apply Now!

A Tier 1 US Investment Bank is looking to bring on a strong quant to their Equity Derivatives modeling team. This group is a part of the number one equities business on the street.

Job responsibilities include:

  • Develop and implement models to compute overhedges for options
  • Pricing library model maintenance, development, and implementation
  • Develop and implement a tool for hedging derivatives
  • Implement new pricers and maintaining existing ones for exotic trades


Job requirements include:

  • MS/PhD in STEM subject, Mathematics or Physics preferred
  • Strong C++ skills
  • Academic or professional research experience
  • Equity derivative modeling and options pricing experience
  • 2-5 years of experience
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