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

Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 07 Jan 22
USD250000 - USD350000 per year
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Last application, 07 Jan 22
USD250000 - USD350000 per year
Selby Jennings QRF
One of the highest performing Equity Tradings desks on the sell side is looking to capitalize on market volatility, and as such adding a VP to their team going in to the New Year. Exciting opportunity to join a high performing team as a senior member.

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.

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
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