Front Office Equity Derivatives Modeler needed for Top Tier Investment Bank
A Major Investment Bank is looking to add a Junior- Mid level Equity Derivatives Modeler to their Front Office Quant Analytics group . This position is based in NYC.
This Top Tier Investment Bank is looking for a skilled Modeler specialising in equity derivatives to join their growing group. This group is very well known in the industry and has a high retention rate with it's employees.
This group focuses on equity derivative pricing as well as model development. You may also be involved with developing trading strategies and structuring.
The ideal candidate will have strong programming skills on C++ and preferably have experience in another asset class. Exoeriecne working with traders on a daily basis is a benefit, therefore excelelnt communication skills are essential.
The bonus potential is considerably higher than the market rate of other banks in the industry right now , offering a performance related bonus of anywhere between 70-100% of the base salary.
Requirements :
- 2-7 years experience
- Experience in equity- other assets class experience a plus
- Ph.D in Physics, Mathematics, Computer Science,etc
- Experience developing and implementing equity derivative pricing models such as- Heston,Local-Vol, Black-Scholes
- C++ Programming Skills
- Excellent communication skills required
If this is something that you would like to be considered for please hit the reply button below
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