Vacancy detail

Equity Vol Strat

$250-400k USD

Onsite WORKING

Location: New York, New York – United States Type: Permanent

Equity Volatility Quantitative Strategist – New York City

We are seeking an experienced Equity Volatility Quantitative Strategist to join our front-office quantitative research team in New York. The successful candidate will have 6–8 years of experience in the finance industry, strong development skills, and a deep understanding of the equity flow business. This is a hands-on quant developer role in a fast-paced trading environment, partnering closely with traders and portfolio managers to deliver high-impact solutions.

Key Responsibilities

  • Develop and maintain tools for market data analysis, including implied volatility fitting and surface construction.

  • Build and enhance pricing models and risk analytics for listed and OTC equity derivatives, light exotics, and structured products.

  • Collaborate with trading and portfolio teams to design robust, production-grade quantitative tools.

  • Contribute to the development of risk management systems and monitor key risk metrics.

  • Ensure scalability, reliability, and performance of quantitative libraries and applications.

  • Keep abreast of market trends, new products, and quantitative techniques in the equity derivatives space.

Skills & Qualifications

  • Experience: 6–8 years as a quantitative strategist/developer in equity derivatives within a trading desk environment.

  • Product & Market Knowledge:

    • In-depth understanding of equity market data and derivative products.

    • Strong grasp of risk measures and practical trading applications.

    • Familiarity with option pricing models (e.g., Black-Scholes, local volatility).

  • Technical Skills:

    • Expert Python programmer; C# or C++ experience preferred.

    • Strong knowledge of software engineering best practices (Git, testing, regression).

  • Personal Attributes:

    • Proactive, self-motivated, and results-driven.

    • Excellent problem-solving and analytical abilities.

    • Strong communicator, able to explain complex concepts clearly.

    • Resilient under pressure, able to manage multiple priorities.

  • Education: Advanced degree in a quantitative or engineering discipline.

Location: New York, NY
Employment Type: Full-time

Reference: AMC/LMC/C0584

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