What are the responsibilities and job description for the VP Equity Derivatives Desk Quant (C++) position at Selby Jennings?
Role : VP Equity Derivatives Desk Quant (C )
Firm : Canadian Investment Bank (NY)
Comp : $200K-$250K base, $350K-$425K total
Job Description :
A Canadian investment bank is expanding its Equity Derivatives Quant team in New York and is hiring at the VP level. Led by a new MD from a Tier 1 US bank, the team seeks expert C programmers with hands-on experience supporting equity derivatives, options / vol desks. This role offers autonomy and the chance to contribute to both research and daily desk quant responsibilities. The direct hiring manager has a PHD in a hard science field and value academic / research driven candidates.
Key Responsibilities :
- Support equity derivatives desks and develop quantitative models / tools.
- Directly develop analytical models for equity volatility products in C
- Perform research to enhance models and market insights.
- Collaborate with traders on strategies and risk management.
Qualifications :
This is a great opportunity to join a growing team with a strong research focus and greater autonomy.
Salary : $200,000 - $250,000
