Equity Modeling Quant Analyst - NYC - Associate/VP

  • $120k - 170k per year + bonus
  • New York, NY, USA
  • Permanent, Full time
  • GQR Global Markets
  • 01 Oct 18

A leading US investment bank in NYC is proactively looking to hire an experienced equities quant (desk strategist) to join their expanding team. The desk covers a broad range of equity products including exotic, vanilla & indices.

A leading US investment bank in NYC is proactively looking to hire an experienced equities quant (desk strategist) to join their expanding team. The desk covers a broad range of equity products including exotic, vanilla & indices. Ideal candidates who have a minimum of 2 years' post-academia experience within an investment bank/comparable industry alongside strong C++, financial math & communication skills. 

 

 

 

The role:

  • Development of front office derivative pricing models within equity
  • Modeling & calibration of local & stochastic volatility models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists
  • Support traders, research strategies and quantitative ideologies to a large degree
  • Building advanced statistical research, risk & valuation models.

Requirements:

  • 2-6 years’ experience within a front-office equities environment.
  • An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics & Probability, Electrical Engineering, Financial Engineering etc. 
  • Exotic modelling experiece with equity derivatives 
  • Strong C++ experience within a front-office environment
  • Strong communicative skills
  • Confidence with a strong numerative background