Quantitative Analyst
L5
sartre groupNew York, NY2 days ago
Industries
Portfolio Management and Investment AdviceInvestment Banking and Securities IntermediationMiscellaneous Financial Investment ActivitiesQuantitative AnalystA global leading investment bank is hiring a Quantitative Analyst as part of its US expansion plans in New York City. The firm is uniquely positioned to dominate cross-border capital flows and they are aggressively expanding their US footprint, in particular building out an equity derivatives market making business in North America.
Responsibilities:
Lead the design and build of an equity derivatives library for a new US market making desk Design and build risk and pricing infrastructure as part of a new greenfield project Build risk and pricing infrastructure in collaboration with global technology teams Develop advanced tools for volatility fitting and dividend marking Support daily trading applications, develop trading tools and collaborate with global teams.
Requirements:
Master’s degree Mathematics, Computer Science, Engineering or related disciplines Relevant experience on a market making desk, plus in-depth understanding of Equity Derivatives Extensive knowledge in computer science fundamentals and software development experience in Python Strong understanding of design patterns, solid principles, and unit testing practices Experience with SQL, database design, and large datasets This is a high-impact Quantitative Analyst role where you will design and innovate their equity derivatives library and build resilient pricing infrastructure using Python and SQL. You will have significant ownership over greenfield projects, developing advanced tools for volatility fitting and dividend marking while working directly with global teams to optimize business flows for US listed products.
Apply now
Level
SeniorL5
Location
New York, NY
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
2 days ago
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