Financial Engineer | Derivatives | NYC
A global team in New York is looking to expand their Financial Engineering platform and their dynamic cross asset derivative modelling team. This team has some of the best and brightest industry experts in the modelling and development/implementation space.
This role provides an excellent career opportunity for anyone from a quant strat, desk quant, QD or even SWE; to move forward and apply their product exposure and technical skills into market facing modelling role. This firm offers the ideal scenario for anyone who is looking for a new challenging role, in a competitive atmosphere, at a global tier 1 institution. From day one this role will be geared towards business critical efforts, allowing for immediate market exposure and business impact.
Responsibilities will include:
- Development and implementation of crucial derivative pricing models
- Work with market data to expand and existing cross asset pricing models (Equities, IR, Credit, FX, etc.)
- Communicate your understanding and findings to a variety of internal and external stakeholders
- Design and lead financial modeling testing on models (including calibration and pricing) across multiple asset classes
Ideal candidates should possess:
- Master's or PhD degree in Physics, Math, Comp Sci, Financial Engineering (or another quantitative discipline)
- Proficiency in Python or C++
- 1+ year of hands on derivative modelling experience
- Exceptional problem solving and analytical skills, with experience working on business critical problems
- A desire to further understand and capitalize on opportunities within global markets
- Drive to succeed and see results
If there is an interest, please click the APPLY NOW button below.