AVP Delta 1 Quant Analyst - New York
AVP Delta 1 Quant Analyst - New York
A Tier 1 US Investment Bank is looking to bring on a strong junior quantitative analyst to their Equity Delta One team. Sitting alongside the Trading and Technology team, this individual will work on complex equity products, delta1 modeling and pricing, volatility products and convertible pricing/risk. This is a lean team looking for someone to wear multiple hats who has a strong interest in progressing their career.
Job responsibilities include:
- Develop and enhance pricing, risk, and P&L models for delta one products (equity swaps, custom baskets, ETFs, futures, indices)
- Build tools and dashboards to support trading decisions, real-time risk management, and trade execution
- Support the trading desk with research and tool development for backtesting and evaluating strategy performance
- Maintain and improve the analytical infrastructure (Python, C++ and SQL)
Job requirements include:
- MS/PhD in a Quantitative field (Mathematics, Statistics, Computer Science, Physics, etc.)
- Strong programming skills in Python or C++
- 1-3 years of experience in a quantitative role
- Strong understanding of delta one products (equity swaps, ETFs, futures, etc.)
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