Job Location : New York,NY, USA
Vice President, Equity Derivatives Quantitative Analysis
About the Company
Top-tier investment bank
Industry Investment Banking
Type Privately Held
About the Role
The Company is in search of a Vice President for Equity Derivatives Quantitative Analysis. The successful candidate will be at the forefront of model research, trading strategy development, and technology, with a focus on designing and implementing models that influence pricing, risk management, and trading decisions across a diverse range of equity derivative products. Key responsibilities include the research, design, and implementation of pricing models for equity options, volatility products, and structured derivatives, as well as leading market research projects and collaborating with traders, developers, and risk managers to support real-time trading activities. Applicants must have an advanced degree in a quantitative field such as mathematics, physics, computer science, or financial engineering, and possess a strong understanding of stochastic calculus, option pricing theory, and numerical methods. Proficiency in programming languages, particularly C++ or Python, is essential, as is experience in equity derivatives modeling within either a buy-side or sell-side environment. The role requires excellent problem-solving skills and the ability to communicate complex ideas clearly, making it a challenging and rewarding opportunity for a technical and quantitative professional.
Travel Percent Less than 10%
Functions