Quantitative Research – Equity Derivatives Flow - Vice President
On-site · New York City, New York, United States
New York City, New York, United StatesOn-siteFull TimeSenior LevelMasters DegreeInvestment BankingEnterprise
Type
Full Time
Level
Senior Level
Education
Masters Degree
Company size
Enterprise
Industry
Investment Banking
Job Summary
Quantitative Research – Equity Derivatives Flow (Vice President) focused on building analytics for flow trading, volatility surface calibration, pricing and risk models, client analytics, and hedging optimization. Collaborate with traders to drive production-ready analytics and data-driven solutions across pre- and post-trade contexts, leveraging advanced analytics and machine learning to support trading strategies and risk management.
Required Qualifications
- Advanced degree (Master’s or Ph.D.) in a quantitative field (Mathematics, Physics, Engineering, Computer Science, Financial Engineering, etc.) from a top university
- 1+ years of experience in equity modeling
- Solid understanding of stochastic calculus, probability theory, and numerical methods
- Deep understanding of option theory and equity derivatives products
- Strong programming skills in Python, C++, and numerical packages
- Experience with quantitative techniques, data analysis, and machine learning
- Ability to communicate effectively with trading and deliver end-to-end solutions
Apply with one swipe on Sorce. We auto-fill applications and apply on your behalf — no cover letters, no 40-minute forms.
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.