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

Selby Jennings QRF
in New York City, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 17 Okt 21
USD200000 - USD300000 per year
Selby Jennings QRF
in New York City, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 17 Okt 21
USD200000 - USD300000 per year
Selby Jennings QRF
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.

Sitting alongside the Trading and Technology team, this indivdual will work on complex Equity Derivative models across vanilla and exotic products. There will be exposure to strategy research, QIS, execution, and implementation of new pricing models on the Trading desk. This is a lean team looking for someone to wear multiple hats who has a strong interest in cutting edge Technology.

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 working as a desk quant
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