AVP/VP Quant Modeler/Analyst - Equity Derivatives AVP/VP Quant Modeler/Analyst - Equity Derivatives …

Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 21 Nov 21
USD300000 - USD375000 per year
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 21 Nov 21
USD300000 - USD375000 per year
Selby Jennings QRF
A Tier 1 U.S. Investment Bank is looking to add a front-office AVP/VP Quant Modeler/Analyst to sit on either their Exotic Equity Derivatives desk or their Flow/Vol Equity Derivatives desk.

Responsibilities:

  • Develop pricing models for equity derivative products via numerical techniques like Monte Carlo Simulations and Partial Differential Equation solvers
  • Designing and implementing quantitative models used by the equity derivatives traders
  • Developing analytic libraries for pricing and risk management
  • Communicating regularly with the traders, providing them with ad hoc tasks and python tools to help drive their processes

Qualifications:

  • Ph.D. (preferred) or Masters in a highly quantitative field (i.e. Physics, Mathematics, Electrical Engineering, Statistics, etc.)
  • 4-8 years experience build quantitative models for equity derivative products (preferred) or fixed income products
  • Strong programming skills in C++ (preferred) and Python
  • Experience conducting Monte Carlo Simulations and solving Partial Differential Equations
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