Equity Derivatives Quantitative Analyst - Associate/VP Equity Derivatives Quantitative Analyst -  …

Selby Jennings QRF
in New York, NY
Permanent, Full time
Last application, 03 Dec 21
USD200000 - USD400000 per year
Selby Jennings QRF
in New York, NY
Permanent, Full time
Last application, 03 Dec 21
USD200000 - USD400000 per year
Selby Jennings QRF
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.

Equity Trading Desk Quant - Associate/Vice President


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
Selby Jennings QRF logo
More Jobs Like This
See more jobs
Close