The Global QA team works across research, development, and implementation of new models across multiple asset classes including Fixed Income, Equities, and FX products. The team is targeting experienced front office equity derivatives quants with at least 4 years of experience sitting on a similar desk at another top tier investment bank.
Responsibilities will include:
Develop and implement new and innovative pricing models that support real-time trading in for the delta one trading team
Support day to day needs for the delta trading desk (ie. exotic, flow, delta one, prime brokerage)
Liaise with technology, risk and trading teams to expedite the model approval process and ensure model deployment
Help to identify strong associate level quants for the team by interviewing recent graduates from top tier universities
Candidates should possess:
5+ years of relevant work experience as a front office delta one desk quant
Ph.D. in a quantitative field (Physics, Mathematics, Computer Science, Electrical Engineering)
Strong programming skills (Python, C++)
Strong quantitative background and problem-solving skills
strong written/verbal communication skills
If there is any interest in this position, please click the APPLY NOW button directly below.