About this opportunity
Selby Jennings lists this VP, Quant Analytics — Equity Derivatives Pricing & Risk opportunity in new york, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Selby Jennings seeks a Vice President level Quantitative Analyst for its Equity Derivatives Quantitative Analytics team in New York. The role centers on pricing models, risk analytics, and quantitative infrastructure to support exotic derivatives and structured products.
Responsibilities include building production-grade pricing libraries in C++, collaborating with traders and technology, and driving enhancements to analytics platforms. Advanced degrees and 5+ years front-office exp.
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Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.