Quantitative Analyst - Vice President - NYC
A Tier 1 US Investment Bank is looking to bring on a strong quant modeler to their Equity Derivatives modeling team. This group is a part of the number one equities business on the street.
Sitting alongside the Trading and Technology teams, this individual will work on the research, development and implementation of complex pricing models covering vanilla, equity derivative, vol and delta one products.
Job responsibilities include:
- Development and implementation of a new strategic equity pricing model library
- 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 a quantitative subject, Mathematics, Physics, Statistics, etc.
- Strong C++ skills
- 2-5 years of experience working as a desk quant on Equity models
- Equity derivative modeling and options pricing experience a plus
