Location: United States (New York – New York) Type: Permanent
Equity Derivatives Quant/Strat - VP/Director level
Our client is looking for a senior quant with strong commercial awareness to potentially lead a team supporting the Exotics Equity derivatives business for North America. This team develops and maintain sophisticated quantitative models for the Equity Exotics business, provides advanced judgment and conducts in-depth quantitative analysis to solve problems and develop new, innovative solutions. You will be required to think beyond existing solutions, assumptions or current knowledge of sophisticated areas and will have significant impact on the business through making decisions that determine technical approaches and strategies for the area. Excellent communication skills is required in order to negotiate internally, often at a senior level.
Leading a team of quants supporting the Equity Exotics business.
Developing analytics libraries used for pricing and risk-management with a strong focus on automation using modern technologies, leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ and Python.
Improving Trading Decision, hedging automation using data driven technology involving statistical analysis, machine learning with a focus on deep learning.
Developing pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers.
Diligently architect and manage the library code base, including collaborating with other teams to maximize scale and leverage across the division.
Collaborate closely with Traders, Structurers and Sales to generate trade ideas, risk recycling opportunities and hedging strategies.
Work in close partnership with control functions such as Model Validation, Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure.
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
8+ years of experience in a comparable quantitative modeling/analytics/strat role.
Must have technical/programming skills; C++ and python Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles.
Must also possess any level of product knowledge, Investments and Quantitative Methods.
Consistently demonstrates clear and concise written and verbal communication skills.
Bachelor's/University degree, Master's degree or PhD preferred.
Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.