For Recruiters

Quantitative Model Developer - Equity Derivatives

Selby Jennings QRF Chicago, United States
Posted 10 hours ago Hybrid Permanent $150k - $190k
A leading securities and derivatives clearing firm is hiring a Quantitative Risk Model Developer to join their team in New York, Dallas, or Chicago.

A leading securities and derivatives clearing firm is hiring a Quantitative Risk Model Developer to join their team in New York, Dallas, or Chicago.

The firm is partnered with over 100 clearing members across the bulge bracket banks, hedge funds, asset managers, and prop trading firms.

This individual will develop risk, derivative pricing, and margin models from scratch, focusing primarily on equity derivatives and options. Other products include ETF and index options, commodity futures and options, and FX options.

Responsibilities:

  • Perform quantitative research and analysis on equities, equity derivatives, and other traded products
  • Quantify equity market volatility and overall market trends
  • Build, backtest, review, and implement quantitative models for production
  • Maintain model library and model testing tools
  • Collaborate cross-functionally with senior risk managers, model validation teams, IT, etc

Qualifications:

  • PhD in a Quantitative Discipline strongly preferred; MS in a Quantitative Discipline required
  • 1-3 years of risk model development experience
  • Knowledge of derivative pricing and option pricing theory
  • Product expertise: equity derivatives and options
  • Proficient coding and programming in Python/C++, and use of SQL/Alteryx

job_description_image
Job ID  PR/393850
More jobs From Selby Jennings QRF
Selby Jennings QRF
Equity Derivatives Quant Developer
Selby Jennings QRF
Manhattan, USA
5 days ago Full time $225k - $350k
Selby Jennings QRF
Equity Derivative Quantitative Researcher
Selby Jennings QRF
Manhattan, USA
12 hours ago Full time $250k - $500k
Selby Jennings QRF
Equity Quantitative Analyst - VP
Selby Jennings QRF
Manhattan, USA
12 hours ago Full time USD200001 - USD375000 per year
Selby Jennings QRF
Risk Quant - Margin Models
Selby Jennings QRF
Manhattan, USA
4 days ago Full time $150k - $170k
Selby Jennings QRF
Quantitative Modeler - Top Multi Manager Hedge Fund
Selby Jennings QRF
Manhattan, USA
2 days ago Full time $250k - $500k
Selby Jennings QRF
Quantitative Counterparty Risk Specialist
Selby Jennings QRF
Manhattan, USA
1 day ago Full time $150k - $190k
Selby Jennings QRF
Quantitative Modeller - Derivative Pricing/Margin/VaR
Selby Jennings QRF
Manhattan, USA
6 days ago Full time Negotiable
Selby Jennings QRF
Quant Risk Manager - Energy/NatGas/Renewables
Selby Jennings QRF
Houston, USA
4 days ago Full time Negotiable
Selby Jennings QRF
Senior Quantitative Risk Manager - Active Equities
Selby Jennings QRF
Manhattan, USA
5 days ago Full time Negotiable
Selby Jennings QRF
Options Risk Manager
Selby Jennings QRF
Manhattan, USA
13 hours ago Full time $150k - $175k

Boost your career

Find thousands of job opportunities by signing up to eFinancialCareers today.
More Jobs Like This
Bloomberg
Equity Derivatives Quant
Bloomberg
New York, USA
Bruin
Equity Derivatives Quant
Bruin
London, United Kingdom
Selby Jennings QRF
Equity Derivatives Quant Developer
Selby Jennings QRF
Manhattan, USA