A leading Mulit-Strat Hedge Fund in NYC is looking to bring on an experienced Equity Derivatives Model Validator to join a build-out within their internal infrastructure to work on Pricing and Risk Models pertaining to Equities and Equity Derivatives.
This individual will be a part of a team that has a plenty of interface with Quants and Risk Mangers as this team will be primarily responsible for the upkeep of front office pricing and quantitative models servicing the firm's strategies surrounding Equity Derivatives.
The ideal hire would have 4+ years in a Quantitative Modelling function, with experience validating and enhancing front office pricing and risk models. This candidate must have experience with Equities and Equity Derivatives and working ability in Python, SQL, or other languages.
Responsibilities:
- Work with Quants and Risk Managers to Validate front office Equity Derivative pricing and risk models
- Assist in the build-out of new and innovative products used to price Equities and Equity Derivatives
- Export brand new models internally to be used in the front office
- Provide analysis to senior stakeholders and committees pertaining to model maintenance and roll out including
Qualifications:
- 4+ Years of experience in a Quantitative Modeling Function, and deep understanding of front office Equity Derivative pricing models
- Deep knowledge of Equities and Equity Derivatives (preference for volatility products)
- Previous experience working with Traders and PMs to explain P&L
- Working Ability in Python, SQL, and VBA
