Derivatives Strats - Institutional Equities - Associate / Vice President
Core
Develop quantitative models for pricing and risk management of equity derivatives, conduct market research, and build analytical tools to support trading teams.
Role type
Quantitative Analyst / Strategist
Builds
Quantitative pricing models, risk management frameworks, backtesting platforms, and data pipelines
Domain
Financial Services / Equity Derivatives
Deliverable
production ML models | product features
Required skills
Stochastic calculus, pricing theory, probability and statistics, Python, large-scale data analysis, model validation, equity derivatives knowledge
Preferred skills
Experience in equity derivatives trading or financial engineering
Technologies
Python
Responsibilities
Develop quantitative models for pricing and risk management, conduct market research to refine methodologies, design and execute backtesting of trading strategies, build and maintain analytical tools and data pipelines, collaborate with traders to optimize product selection
Seniority
Associate / Vice President
