Equity Derivatives Quant, Vp

Barclays

New York, United States
Base: $150,000 - $225,000; bonus/equity: not speci...
Equity derivative pricing models
C++ and python development
Numerical algorithms and mathematical models
Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain

Job Summary

  • Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain.
  • Develop and implement quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management.
  • Collaborate closely with trading desks and IT teams to enhance valuation and risk management solutions, leveraging strong quantitative, analytical, and programming skills.

Matching Summary

Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain.

Salary

Base: $150,000 - $225,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Equity derivative pricing models
  • C++ and Python development
  • Numerical algorithms and mathematical models
  • Python numerical libraries

Nice-to-have

  • Analytical and numerical problem-solving
  • Attention to detail and accuracy
  • Self-driven with ability to meet deadlines
  • Effective collaboration across teams

Key Requirements

  • Experience in equity derivatives or front-office quantitative roles
  • Proficiency in C++ and Python
  • Ability to program numerical algorithms
  • Experience with NumPy and Pandas

Work Rights

Not specified

Tailored Resume

Cover Letter