Exotic Equities Quant – Front Office Equities Desk – VP – Leading Investment Bank – Equity Derivatives and Structured Products Pricing
JOB DESCRIPTION
A global U.S. Investment Bank is proactively seeking a VP-SVP candidate to join there growing Equity Derivatives team. The ideal candidate will provide hands on front office support to traders, quant researchers and work proactively with the equities team. The candidate should demonstrate strong quantitative methods, problem solving abilities and excellent communication skills.
Those that will be successful in this position will be able to work with derivatives pricing models, create prototypes and enhance current models. As a VP hire, this needs to be someone who is academically qualified, with a Ph.D. in a quantitative subject from a top tier university. The pace of culture is academically challenging, extensively collaborative and an opportunity for one to get involved with one of the best investment banks in the country.
Location: New York, USA
The role:
- Develop pricing models, risk models and implement them in C++ and C#.
- Implement products using pricing engines and models.
- Strong knowledge of Equity Derivatives: Options, Rainbow Options, ETF’s, Futures, etc.
- Articulate model behavior and predictions to traders, identify risk and provide analyses of scenarios.
- Inclination to help develop a new quant trading team in due time
- Develop pricing and calibration tools
Requirements:
- Only a Ph.D. and MSc in a quantitative field must apply.
- Excellent C++, C# and Matlab programming skills.
- Knowledge and professional experience with stochastic processes, partial differential equations, numerical analyst and probability theory.
- Excellent communication skills in order to express complicated methodologies to the business.
In return they are offering:
- Opportunity to join one of the largest U.S. Investment Banks.
- Huge opportunity to join a front office growing team in the equities industry.
- Competitive compensation, Intellectual stimulation, team environment.
- Exposure to a very cutting edge team, seeking to find new approaches rates products.
Key words: Equities, Exotics, Quant, Ph.D., Associate - AVP, equities, pricing models, C++, Front Office, structured products, calibration tools, stochastic, PDE, entry level
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
APPLY | quant.americas@gqrgm.com
VISIT US | www.gqrgm.com
While a resume is preferable we also welcome tentative enquiries from only well-qualified persons. Please ask for James Friend in our LA office (310 807 5030). Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
GQR Global Markets
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