VP Equity Derivative Quant Modeler
Introduction:
A leading global investment bank in New York is looking to add a VP Equity Derivative Quant Modeler to join their team. This is an excellent opportunity to work directly with the trading floor and earn valuable mentorship directly from the global head. A successful candidate will be responsible for developing and implementing quantitative models to analyze and price exotic equity derivatives.
Responsibilities:
- Develop and implement quantitative models for complex financial products, focusing on exotic equity derivatives
- Develop and maintain the library of pricing models
- Work closely with traders and other quants to support complex trading strategies
- Communicate model results to traders and senior management
Skills:
- Strong programming skills in C++
- Experience with modeling exotic equity derivatives
- Experience with developing quantitative models
- Strong analytical and problem-solving skills
