Location: New York, New York - United States Type: Permanent
Equity Volatility Quantitative Strategist - New York City
We are seeking an experienced Equity Volatility Quantitative Strategist to join our front-office quantitative research team in New York. The successful candidate will have 6-8 years of experience in the finance industry, strong development skills, and a deep understanding of the equity flow business. This is a hands-on quant developer role in a fast-paced trading environment, partnering closely with traders and portfolio managers to deliver high-impact solutions.
Key Responsibilities
Develop and maintain tools for market data analysis, including implied volatility fitting and surface construction.
Build and enhance pricing models and risk analytics for listed and OTC equity derivatives, light exotics, and structured products.
Collaborate with trading and portfolio teams to design robust, production-grade quantitative tools.
Contribute to the development of risk management systems and monitor key risk metrics.
Ensure scalability, reliability, and performance of quantitative libraries and applications.
Keep abreast of market trends, new products, and quantitative techniques in the equity derivatives space.
Skills & Qualifications
Experience: 6-8 years as a quantitative strategist/developer in equity derivatives within a trading desk environment.
Product & Market Knowledge:
In-depth understanding of equity market data and derivative products.
Strong grasp of risk measures and practical trading applications.
Familiarity with option pricing models (e.g., Black-Scholes, local volatility).
Technical Skills:
Expert Python programmer; C# or C++ experience preferred.
Strong knowledge of software engineering best practices (Git, testing, regression).
Personal Attributes:
Proactive, self-motivated, and results-driven.
Excellent problem-solving and analytical abilities.
Strong communicator, able to explain complex concepts clearly.
Resilient under pressure, able to manage multiple priorities.
Education: Advanced degree in a quantitative or engineering discipline.
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