Senior Front Office Equity Quant

• Company

  Selby Jennings

• Location

  USA-NY-New York City

• Remuneration

  $160000 - $220000 per annum, Benefits: Exceptional Bonus

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  19-Nov-2013

• eFC Ref no

  1309192

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A candidate with experience working with Equity derivatives is wanted at this top-tiered bank, which is looking to expand its front office Equity Exotics team, due to a successful year. The candidate will be working side-by-side with senior traders, overseeing and managing any potential issues, supporting their desk and work with them to develop hedging strategies. This candidate will gain exceptional training and experience, which will propel them to becoming future Directors.


Responsibilities of the Front Office Equity Derivatives Quant Analyst role:

-Working directly to solve any high frequency/modelling issues.

-Working directly with the trading desk, supporting any issues and discussing any models in length, to ensure operations run smoothly.

-Benchmarking models and testing and evaluating performance.


-Analyze market, sector & economic data performance and provide forward looking forecasts.


-Research & co-write weekly, quarterly and ad-hoc strategy reports.


-Communicate results of research to clients and achieve production and client contact targets.



Requirements of the Front Office Equity Derivatives Quant Analyst role:

-PhD in Mathematics or any finance related degree.

-Extensive previous experience working with Equity products, in particular Equity Indices.

-Strong programming skills e.g. C++, SQL, VBA.

-Experience working with SAB models and other Equity models.

-Experience working with high frequency trading options.

-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.

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