Front Office Equity Derivatives Quant

job
  • Selby Jennings
Job Summary
Location
New York ,NY 10261
Job Type
Contract
Visa
Any Valid Visa
Salary
PayRate
Qualification
BCA
Experience
2Years - 10Years
Posted
09 Jan 2025
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Job Description
The Global Head of Quant Research at a leading investment bank is looking for a Front Office Quant to join their team in Toronto. This person must have strong derivative knowledge (equities or fixed income only). **This person must have C++ experience in a professional setting.**
Key Responsibilities:
  • Develop, implement, and maintain valuation models for derivative products.
  • Develops robust front office analytics for pricing, hedging, risk management and P&L attribution
  • Utilize advanced techniques such as PDEs, Monte Carlo simulations, and stochastic calculus to enhance modeling capabilities.
Required Qualifications:
  • PhD or Master's Degree in Mathematics, Computer Science, Software Engineering, Physics, or other quantitative fields.
  • 4+ years of derivatives experience, structured notes, and valuation modeling.
  • Proficient in C++ (C++11 or higher) - experience with Python is a plus
  • Solid foundation in PDEs, Monte Carlo methods, and stochastic calculus.
  • Strong communication skills.
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