Equity Derivatives Quant Developer - VP level
NYC based
The Equity Derivatives Quantitative Analysis team creates, implements and supports the models for the Equity Derivatives Division. As part of the front office, the team supports the trading business in all quantitative aspects.
This is ideally for a VP level Quantitative Developer to join the Quantitative Development group and work on the analytics libraries used for Equity Derivatives pricing and risk-management.
Key Responsibilities:
You will report to the head of the Equity Derivatives Quant Development group. You will work on a variety of projects, designing and implementing code in C++ into the Equity Quant library to meet business and technical requirements. Some projects may be focused on a specific piece of functionality required by the Traders, while others may be aimed at implementing a department-wide strategy. You will be exposed to a wide variety of mathematical and computer sciences problems ranging from implementation optimisation to interface design. You will be fully integrated into the front office Quant team and will work in close collaboration with the Traders, Structurers and members of Technology.
Qualifications and Competencies:
