AVP/VP Quantitative Analyst - Derivatives Modeling | NYC

We're partnered with the front office trading team at a leading investment bank looking to hire a strong Quantitative Analyst to join their derivative modeling team. This opportunity is ideal for front office derivatives quants seeking their next step, as well as PhD-caliber candidates in Model Validation, Quantitative Risk, XVA, or similar teams looking to move closer to the trading desk and leverage their quantitative expertise in a front office trading environment.

Requirements

• Exceptional understanding of stochastic calculus, probability, and numerical methods
• Experience with derivatives pricing and risk models
• Knowledge of PDE methods, Monte Carlo simulation, and Black-Scholes frameworks
• Python and/or C++ programming skills
• An advanced degree (PhD preferred) in Mathematics, Physics, Engineering, or a related quantitative discipline

If you're a quantitative professional with a strong derivatives modeling background looking to move into or advance within a front-office environment, we encourage you to apply.