Equity Derivatives Desk Quant (AVP / VP)
Equity Exotic Options and / or Flow Products
US Top-tier Investment Bank
KEY RESPONSIBILITIES:
- Support the traders on products from vanilla single asset equity options to hybrids involving multiple equity, FX, inflation, credit volatility assets
- Work with front office teams to develop, execute risk manage trades.
- Build tools and advise traders how to analyse / manage the risk on their books
- Create new trading strategies and more trader-efficient tools.
- Monitor effectiveness of valuation risk models, and further develop if necessary.
ESSENTIAL SKILLS EXPERIENCE:
- Up to 5 years’ experience in front office quant analytics covering Equity Derivatives
- PhD educated in a scientific field (Math, Physics, Financial Engineering etc)
- Experience modelling Equity Derivatives (Exotic Options and / or Flow products)
- Excellent programming skills in C++, Java, Excel VBA
- Strong analytical and communication skills
Please state whether you are applying for the roles in London or New York.
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