Structured Products Quant

Structured Products - Quant

Join a leading Investment Bank that is searching for an experienced Quant to join their Structured Products group.

Position Overview

Front Office Quant specializing in structured products pricing. You will play a pivotal role in enhancing their pricing capabilities and ensuring competitive advantages in the market. Collaborating closely with traders and other quants you will develop and implement cutting-edge pricing models for equity derivatives structured products, contributing to the bank's profitability and market leadership.

Key Responsibilities:

• Develop and implement pricing models for equity derivatives structured products, including but not limited to options, swaps, and structured notes.
• Conduct quantitative analysis to assess market risks, evaluate trading strategies, and optimize pricing methodologies.
• Collaborate with traders, structurers, and other stakeholders to understand business requirements and translate them into quantitative solutions.
• Enhance existing pricing tools and infrastructure to improve efficiency, accuracy, and scalability.
• Stay abreast of industry developments, regulatory requirements, and best practices in quantitative finance and structured products pricing.

Qualifications:

• Advanced degree (Ph.D. or equivalent) in quantitative finance, mathematics, physics, engineering, or a related field.
• Extensive experience (3+ years) in quantitative finance, preferably within a front office environment at an investment bank or hedge fund.
• Proficiency in programming languages such as Python and C++
• Strong understanding of derivatives pricing theory, stochastic calculus, and numerical methods.
• Demonstrated experience in developing and implementing pricing models for equity derivatives structured products.
• Excellent communication skills with the ability to collaborate effectively with cross-functional teams and articulate complex concepts to non-technical stakeholders.
• Proven ability to thrive in a fast-paced, dynamic environment, with a passion for innovation and continuous learning.

Location: NYC

Compensation: Base - $225-250k / Total Compensation $300-350k

Please contact Alex Hampton for further information.