• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Selby Jennings QRF
  • 04 Sep 17

Quantitative Analyst- Derivative Pricing

  • Location: New York, NY, USA
  • Salary: Competitive
  • Job Type: Full time

Quantitative Analyst- Derivative Pricing

Quantitative Analyst- Derivative Pricing

My client is currently looking to add a Quantitative Analyst to there established derivative pricing & valuations team. The coverage is cross asset, where you will get the opportunity to work directly with traders to ensure all traded derivatives are in line with market prices. In addition, you will work with different models and develop new methodologies and strategies for valuations analytics.

Responsibilities:
  • Design and develop price-testing procedures for the trading desk
  • Conduct research and analytics as related to key projects
  • Monitor trades and risk controls
  • Provide recommendations on best practices to key areas of the business
  • Conduct Independent Price Verification and valuations of products on an as needed basis
  • Understand and discuss key model uses across multiple areas of the business
  • Evaluate and review pricing models

Requirements:
  • Master’s degree or above in a quantitative field
  • Minimum of 3 + years working with derivatives
  • 5+ years of experience within a quantitative role
  • Extensive financial knowledge of financial products
  • Advanced degree within a quantitative field
  • Programming knowledge in Excel & VBA