Vp/director - Stp Desk Quant

Retirement World

New York, New York, United States of America
Base: $210,000 - $275,000; bonus/equity: discretio...
Hybrid
Stp equity derivatives
Qis strategies
Front-office quant support
The GE Quantitative Analytics team is looking for an experienced STP desk quant to help scaling up our STP business coverage

Job Summary

  • The GE Quantitative Analytics team is looking for an experienced STP desk quant to help scaling up our STP business coverage.
  • In this role, the candidate will provide front-office quant support on STP equity derivatives products and QIS strategies.
  • We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

Matching Summary

The GE Quantitative Analytics team is looking for an experienced STP desk quant to help scaling up our STP business coverage.

Salary

Base: $210,000 - $275,000; Bonus/Equity: Discretionary bonus; Benefits: 401(K) with company match, health, dental, vision, life, disability insurance, paid time-off

Skills & Requirements

Must-have

  • STP equity derivatives
  • QIS strategies
  • front-office quant support
  • financial mathematics and modeling
  • C++ and Python

Nice-to-have

  • digital/barrier/asian/lookback options
  • Heston/SABR models
  • Monte-Carlo pricing
  • QIS development
  • machine-learning techniques

Key Requirements

  • MS/PhD in quantitative field
  • 3+ years front-desk quant support
  • Black-Scholes framework knowledge
  • Risk & PNL implementations
  • STP product familiarity

Work Rights

Not specified

Tailored Resume

Cover Letter