Equity Derivatives Quantitative Analyst - Vice President - PhD Equity Derivatives Quantitative Analyst - Vice  …

Selby Jennings QRF
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 14 sept. 21
USD200000 - USD350000 per year + Discretionary Bonus
Selby Jennings QRF
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 14 sept. 21
USD200000 - USD350000 per year + Discretionary Bonus
Selby Jennings QRF
A Tier 1 US Investment Bank is looking to bring on a strong quant to their Equity Derivatives modeling team. This group is a part of the number one equities business on the street.

Job responsibilities include:

  • Develop and implement models to compute overhedges for options
  • 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 STEM subject, Mathematics or Physics preferred
  • Strong C++ skills
  • Academic or professional research experience
  • Equity derivative modeling and options pricing experience
  • 2-5 years of experience
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