Salary
💰 $200,000 - $230,000 per year
About the role
- Front office quantitative model development team within a global Corporate & Investment Banking group building equities risk and trading platform
- Design, develop, and implement quantitative models for equities risk management, trading strategies, and derivative pricing within an Agile environment
- Develop, integrate, and deploy optimization-based curve construction and collaborate on software design and performance optimization
- Apply advanced quantitative and technology solutions to solve complex trading and risk problems, ensuring robustness and compliance
- Collaborate with stakeholders across business, quant teams, technology, and project management to align on model development and deployment
- Deliver high-quality software and documentation consistent with Agile SDLC processes
- Support the trading desk on deployed models, addressing technical and behavioral questions
- Contribute to strategic project planning, balancing immediate deliverables with long-term platform goals
Requirements
- 5+ years in Securities Quantitative Analytics (or equivalent experience through work, training, or education)
- Hands-on coding experience in C++ and Java with emphasis on numerical optimization
- Derivative product and market expertise (equities, rates, or FX)
- Strong background in volatility surfaces, rate, borrow, and dividend curves
- Proven track record as a front office quant partnering with Sales & Trading
- Excellent verbal, written, and interpersonal communication skills
- PhD (or equivalent) in Computer Science, Computational Finance, Mathematics, or related field
- Subject to FINRA background screening and regulatory compliance requirements
- Ability to work outside regular business hours may be required