Description

We are seeking an experienced Equity Volatility Quantitative Strategist to join our front-office quantitative research team in New York. The successful candidate will have 6-8 years of experience in the finance industry, strong development skills, and a deep understanding of the equity flow business. This is a hands-on quant developer role in a fast-paced trading environment, partnering closely with traders and portfolio managers to deliver high-impact solutions.

Key Responsibilities:

• Develop and maintain tools for market data analysis, including implied volatility fitting and surface construction.
• Build and enhance pricing models and risk analytics for listed and OTC equity derivatives, light exotics, and structured products.
• Collaborate with trading and portfolio teams to design robust, production-grade quantitative tools.
• Contribute to the development of risk management systems and monitor key risk metrics.
• Ensure scalability, reliability, and performance of quantitative libraries and applications.
• Keep abreast of market trends, new products, and quantitative techniques in the equity derivatives space.

Skills & Qualifications

• Experience: 6-8 years as a quantitative strategist/developer in equity derivatives within a trading desk environment.

Product & Market Knowledge:

• In-depth understanding of equity market data and derivative products.
• Strong grasp of risk measures and practical trading applications.
• Familiarity with option pricing models (e.g., Black-Scholes, local volatility).

Technical Skills:

• Expert Python programmer; C# or C++ experience preferred.
• Strong knowledge of software engineering best practices (Git, testing, regression).

Personal Attributes:

• Proactive, self-motivated, and results-driven.
• Excellent problem-solving and analytical abilities.
• Strong communicator, able to explain complex concepts clearly.
• Resilient under pressure, able to manage multiple priorities.
• Education: Advanced degree in a quantitative or engineering discipline.