VP Equity Derivatives Quant

2 weeks ago


Manhattan, United States Selby Jennings Full time

Title: VP Equity Derivatives Quant
Salary: $350,000


A top leading investment bank is looking to bring on a VP Equity Derivatives Quant to join a growing team. The group is looking for a strong VP with Monte Carlo, Numeric Implementation, GPU, and calibration experience. The ideal candidate will have a strong development background working with exotic equity derivatives and experience developing local vol and stochastic vol as well. An amazing opportunity to join a team in the midst of a revamp and work alongside the industry's most prestigious in the space.


Qualifications:
* MS/MSc and PhD in a quantitative field of study (mathematics, statistics, physics, engineering, etc.)
* 3+ years of experience with Monte Carlo, Numeric Implementation, GPU, and calibration
* Strong C++ programming skills

Responsibilities:
* Work directly with the traders
* Build tools & analytics to drive profit for the desk
* Work on local vol & stochastic vol models



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