Equity Derivative Quantitative Researcher (Albany)

  • Albany, NY

Compensation

: $161,193.33 - $161,193.33 /year *

Employment Type

: Full-Time

Industry

: Financial Services - Banking/Investment/Finance



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After consecutive strong quarterly performances, the Global Head of Equity Derivatives Trading and Quantitative Analytics at a leading Investment Bank in NY has received approval for additional headcount.

Given the success of the team, they have been allocated additional funding to expand the product coverage and conduct research into corporate derivatives and structured products.

Due to the nature of the position, they are ideally targeting idea generators and candidates that have worked as a hands-on front office equity derivative quant at a competing investment bank.

Responsibilities include:

  • Developing and implementing the ASR pricing models in C++
  • Participating in research and idea generation in collaboration with senior equity business line stakeholders on PCS models
  • Building, back testing and cleaning the existing mathematical models
  • Provide AdHoc support to the trading desk on vanilla and exotic equity products
  • Collaborate closely with the model validation and technology teams on the design aspects and features of the new model development in order to satisfy regulatory requirement

Qualifications

  • Ph.D in Quantitative discipline (ideally Mathematics /Physics/Computer science) from top tier financial institution
  • 3+ years of experience working a similar function at a competitive equity derivatives desk
  • Strong knowledge of C++
  • Exceptional Mathematical skills
  • Perfect written and verbal team communication

This team will allow you to work in a competitive front office environment.

If you are looking to become part of this exceptional financial institution please apply and one of the members of our team will reach out!


Associated topics: bond, fiduciary, financial, fund, investor, market, purchase, security, sell, s p

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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