About this opportunity
Sartre Group lists this Quantitative Analyst opportunity in white plains, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Quantitative Analyst
A global leading investment bank is hiring a Quantitative Analyst as part of its US expansion plans in New York City. The firm is uniquely positioned to dominate cross-border capital flows and they are aggressively expanding their US footprint, in particular building out an equity derivatives market making business in North America.
Responsibilities:
Lead the design and build of an equity derivatives library for a new US market making desk
Design and build risk and pricing infrastructure as part of a new greenfield project
Build risk and pricing infrastructure in collaboration with global technology teams
Develop advanced tools for volatility fitting and dividend marking
Support daily trading applications, develop trading tools and collaborate with global teams.
Requirements:
Master’s degree Mathematics, Computer Science, Engineering or related disciplines
Relevant experience on a market making desk, plus in-depth understanding of Equity Derivatives
Extensive knowledge in computer science fundamentals and software development experience in Python
Strong understanding of design patterns, solid principles, and unit testing practices
Experience with SQL, database design, and large datasets
This is a high-impact Quantitative Analyst role where you will design and innovate their equity derivatives library and build resilient pricing infrastructure using Python and SQL. You will have significant ownership over greenfield projects, developing advanced tools for volatility fitting and dividend marking while working directly with global teams to optimize business flows for US listed products.
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.