Tier 1 US Bank seeks an Equity and Hybrid Derivatives Structurer in New York.
Role
- Developing and Pricing of structured equity products and quantitative trading strategies for institutional clients (hedge funds, pension funds, asset managers, insurance companies and retail investors))
- Work closely with internal sales teams and client traders and portfolio managers to provide risk analyses and pitch structured trade ideas
- Engineer bespoke solutions for clients seeking to hedge or capture specific market exposures using a multitude of structured products including volatility and correlation products, dispersion, variable annuities and structured notes
- Liaise with internal trading desks to identify existing risk exposures that need to be restructured and develop offsetting trades between different client types to assist trading desk with risk reduction.
- Create marketing materials to promote the structured equity derivatives business with sale teams and clients
Skills/Qualifications
- Programming in C and VBA
- Expertise with mathematical models including Black Scholes, Dupire Local Volatility and Stochastic Volatility as well as advanced pricing techniques such as Monte Carlo simulation
- Master’s degree in Financial Engineering, Economics or related quantitative field and 4+ years of experience in a sales, analytical or structuring role for equity derivatives.
APPLY | structuring.americas@gqrgm.com
VISIT US | www.gqrgm.com
While a resume is preferable we also welcome tentative enquiries from 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
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777trk=myg_ugrp_ovr
Leave a Reply
You must be logged in to post a comment.