---

---

Location

Manhattan, NY | United States

---

Job description

Title : VP/Director - Equity Derivatives Quant

Salary: $300,000 + Total Compensation

A top tier investment bank is looking bring on an VP/Director - Equity Derivatives Quant. A great opportunity to join a collaborative and growing team that enables entrepreneurship and exposure to exciting new projects. The ideal candidate will have experience building models for equity derivative exotic products & work very closely with the trading desk. Proficiency in C++ is a must. An amazing opportunity to work closely with some of the most successful and established individuals in the business.

Qualifi cations :

• Advanced degree in a quantitative field
• 5+ years of experience in equity derivatives and their valuation models
• Knowledge of Finite Difference, Local Vol, Stochastic Vol and Monte Carlo Simulation
• Expert in C++ & Python
• Work well in fast pace environment and communicate with the trading desk

Responsibilities:

• Develop equity derivative models for exotic and vanilla products
• Build out new infrastructure for the team that embody advancements of models and related technology
• Improve and maintain C++ library
• Develop front office analytics for pricing, risk management, hedging and P&L attribution

---

Job tags

---

---

Salary

$300k