Exotic Equity Derivatives Quantitative Analyst - VP/Dir - NYC

  • Market leading
  • New York, NY, USA
  • Permanent, Full time
  • GQR Global Markets
  • 09 Aug 18

A leading investment bank in NYC is seeking to add an experienced quantitative analyst to join their award winning equity derivatives desk.The focus is primarily on exotic products with some flow modeling projects, supporting the business to a large degree alongside other quants/strategists.

A leading investment bank in NYC is seeking to add an experienced quantitative analyst to join their award winning equity derivatives desk.The focus is primarily on exotic products with some flow modeling projects, supporting the business to a large degree alongside other quants/strategists. 

This is a practical position so requires a hand's on derivatives strat who can work in C++/Python and be close with the trading desk. This tier one bank have a number of exciting projects to roll out in the coming quarters so this is very much a growth hire.

VP/Director level (minimum 5 years' experience) ideally with equity but will consider fixed income/FX exotic backgrounds also. 

Key requirements:

  • PhD/MSc in a quantitative discipline: Physics, Mathematics, Engineering etc. 
  • Strong computational C++/Python
  • Excellent communication skills to liaise with traders & structuring divisions
  • Knowledge of equity markets preferred
  • Experience with exotic products essential
  • Experience with swaps products - variance, dispersion etc. advantageous

Key words: desk quant, quant analyst, quant strategist, equities strat, VIX, volatility, equity exotics, derivatives modeling, options pricing, quant modeling, library quant, desk strat, trading quant.