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Equity Derivatives Quantitative Analyst

Location
New York
Job Type
Permanent
Posted
8 Sep 2022

Equity Derivatives Quantitative Analyst - VP level
New York based

You will be supporting modelling efforts needed by their equity business. Covering the market data discovery, vanilla, delta1, equity financing, vol products convertible pricing and risking, contributing to the majority of these areas. You will engage in research, implement, prototype & document pricing models to discuss with key stakeholders and drive the end to end delivery. Ensuring that all duties are carried out in full compliance with regulatory requirements.

Our client is one of the world's largest and most respected financial institutions, with many years of success, quality and innovation behind them. They've helped millions of individuals and businesses thrive, creating financial and digital solutions that the world now takes for granted. An important and growing presence in the USA, they offer careers providing endless opportunity.

Responsibilities:

  • Designing, developing and maintaining models and infrastructure components.
    Liaising with Front Office and Technology, to deploy new and strategic pricing risk library to production.
    Extending back-testing framework with new features, back-test strategies and perform critical analysis of the results.
    Designing, implementing, back-test tools needed by their trading desks in the day-to-day activities.
    Researching, testing and documenting pricing models.
    You will be responsible for ensuring that all activities and duties are carried out in full compliance with regulatory requirements.

Requirements:

  • Masters or PhD in Mathematics / Computer Science or related field
    Proven C++ / Python developer
    Experience with Equity models
    Excellent analytical and numerical skills
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Details

  • Job Reference: 707266533-2
  • Date Posted: 8 September 2022
  • Recruiter: Anson Mccade
  • Location: New York
  • Salary: On Application
  • Sector: Banking & Financial Services
  • Job Type: Permanent