Delta One Quant Analyst - VP - NYC
A Tier 1 US Investment Bank is looking to bring on a strong quantitative analyst to their industry leading Delta One/Equity Prime brokerage team. This group is a part of the number one equities business on the street and is looking to add a level of senior leadership to their growing team.
Sitting directly alongside the Trading team, this individual will work on the research, development and implementation of complex pricing models and trading tools covering equity derivative, prime brokerage and delta one products.
Job responsibilities include:
- Understand the current library of models and algorithms with the ability and desire to make ad-hoc improvements
- Extend delta one related pricing models and back-testing tools with the addition of new features
- Design, develop and implement new tools for the trading desk
- Research, testing and documentation of new pricing models
Job requirements include:
- MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
- Pythons modeling skills
- 2+ years of experience working as a desk quant on model development
- Experience working on equity derivatives or delta one product modeling/risk modeling