Tier one IB – Equity Derivatives Quant desk – talented quant analyst (any asset class) – New York – front office (compensation will fit accordingly) 3+ years experience
Total salary expected to be in the range of - $150,000 - $220,000 New York
This is one of the leading equity derivatives desk in the quant space today. They have a reputation of picking some of the smartest quant analysts and researchers, and giving them access to a wide range of products, working on some of the most challenging problems in quant finance. You will be in a highly quantitative environment with exposure to a wide range of models where you find your mathematical skillset will be considerably challenged. You would join a small, high performing, Quantitative Analyst team that sit shoulder to shoulder with the trading staff.
The team have responsibility for both flow and exotics eqd products. While the team members may be focused on one area, you will not be specifically designated either flow or exotics. It's a nice mix of markets exposure, cutting edge technology, responsibility, and the chance to work on the re-building of models. There is no distinction between desk quants and library quants so you will be involved in incredibly varied projects.
The production environment is C++ but they are willing to consider talented quants from a Python background.
Exceptional academics from a leading university - ideally in Mathematics, Physics or Engineering
Strong technical ability (C++)
A solid foundation in mathematics – stochastic calculus/ statistics knowledge
Experience or aptitude of working in a front office quant desk – desire to work with Equity derivatives - 3+ years experience
It is not essential you have worked in Equity Derivatives. Any asset class experience is welcome