Job Search Assistant
VP Equity Derivatives Quant
Selby Jennings • Manhattan, NY • Posted today
Boost your interview chances in seconds
Tailored resume, cover letter, and cheat sheet
In-person • Full-time • $350,000/yr • Mid Level Manager
Job Highlights
Using AI ⚡ to summarize the original job post
A top leading investment bank is seeking a Vice President Equity Derivatives Quant to join a growing team. The role involves working with Monte Carlo, Numeric Implementation, GPU, and calibration, with a focus on exotic equity derivatives and developing local vol and stochastic vol models. This position offers an opportunity to work alongside industry leaders in a dynamic environment.
Responsibilities
- Work directly with the traders
- Build tools & analytics to drive profit for the desk
- Work on local vol & stochastic vol models
Qualifications
Required
- 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
About Selby Jennings
Selby Jennings is a global executive search firm specializing in Financial Services recruitment across various sectors like Investment Banking, Fintech, and Risk Management. With nearly 20 years of experience, they offer comprehensive recruitment services and expert guidance on industry trends to help businesses and professionals succeed in the competitive world of finance.
Full Job Description
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
Search for other jobs like this one:
Search for popular related roles:
Search nearby locations hiring for this role: