A prestigious multi-manager hedge fund is seeking a highly skilled and motivated Equity Derivative Modeler/Researcher to join their centralized team. This is a unique opportunity to work within a high performing team, contributing to the development of cutting-edge models and supporting numerous PMs and trading teams on strategies research and risk management.

The successful candidate will be responsible for developing, implementing, and maintaining quantitative models for pricing, hedging, and risk management of equity derivatives using C++. This role requires a strong background in derivative modeling, C++ programming, and prior experience in equity vol modeling/research.

Key Responsibilities:

• Develop and enhance quantitative models for pricing and risk management of equity derivatives using C++.
• Conduct research on market trends, volatility, and other factors affecting equity derivatives.
• Collaborate with traders, risk managers, and other stakeholders to understand their needs and provide model-based solutions.
• Implement models in a robust and efficient manner using C++.
• Perform backtesting and validation of models to ensure accuracy and reliability.
• Stay updated with the latest developments in quantitative finance and equity derivatives markets.
• Prepare and present research findings and model performance reports to senior management and other stakeholders.

Qualifications:

• Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or a related field.
• Strong programming skills in C++.
• In-depth knowledge of equity derivatives, including options, futures, and structured products.
• Experience with quantitative modeling, statistical analysis, and numerical methods.
• Excellent problem-solving skills and attention to detail.
• Strong communication skills and the ability to work effectively in a team-oriented environment.
• Prior experience in a similar role within a financial institution is preferred.