• $200000 - $250000 per annum
  • New York, NY, USA
  • Permanent, Full time
  • Selby Jennings QRF
  • 27 Feb 18

VP/Director Hybrid Quant Modeller

  • Location: New York, NY, USA
  • Salary: $200000 - $250000 per annum
  • Job Type: Full time

My client, a rapidly growing Investment Bank just brought on new senior management to help reinvigorate the Global Quant Group. With this new management, one of their initiatives is to rethink the way they look at and use their models.

VP/Director Hybrid Quant Modeller  | Prestigious IB NYC

My client, a rapidly growing Investment Bank just brought on new senior management to help reinvigorate the Global Quant Group. With this new management, one of their initiatives is to rethink the way they look at and use their models. This initiative entails building out new cross asset platforms so as a result they would like to add exceptional candidates that have hybrid product knowledge (Equity + Rates) to join their growing modeling team based in NYC. This will be an incredible opportunity to work across different asset classes, further develop your programming skills (C++) and work within a close knit team to assist in this build out.

Responsibilities will include:
  • Develop new pricing models for Equity and Rates Derivatives and implement analytics for hedging and pricing (VIX, Baskets, vanilla swaption, exchanged traded options, bond options, midcurve options, basis or xccy options)
  • Developing a state of the art equity/rates derivatives modeling library
  • Implement infrastructure to support the modeling library
  • Analyze large data sets to determine systematic patterns
  • Support trading and sales desks in pricing new deals and using the modeling library
Candidates should possess:
  • Masters degree  or Ph.D. in a quantitative field (Physics, Mathematics, Financial Engineering) 
  • 3+ years of relevant work experience as a front office desk quant
  • Strong programming skills (Python, C++)
  • Experience in modeling equity derivatives, interest rate derivatives or CVA is desirable
  • Experience with front office technology stack is an asset

If there is any interest in this position, please click the  APPLY NOW button directly below.



New York, NY, USA New York NY US