Front Office Equities Quant – Vice President

Front Office Equities Quant – Vice President

Requirements

• 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Responsibilities

• Proactively participate in the design, development, and implementation of quantitative models for equities risk management, trading strategies, and pricing of equity derivatives products within an Agile environment.
• Contribute to the development, integration, and deployment of optimization-based curve construction, collaborating with other Quants to provide expertise in software design, implementation, and performance optimization.
• Apply quantitative and advanced technologies to solve complex business problems related to equities trading and risk, ensuring solutions are robust and well-documented.
• Collaborate and consult with Business Stakeholders, other Quant Teams, Technology, and Project Management to effectively communicate model details, resolve issues, and achieve project goals.
• Deliver high-quality software and documentation following standardized planning and Agile-based SDLC processes, ensuring models are well-supported and maintainable.
• Support the trading desk by addressing questions about deployed models and providing insights into model behavior.
• Meet deliverables while adhering to policies, procedures, and compliance requirements related to model risk management and regulatory standards.
• Contribute to large-scale project planning, balancing short-term objectives with long-term strategic goals for the quantitative modeling framework.
• Effectively communicate with and build consensus with all project stakeholders, ensuring alignment on model development and deployment strategies.

Preferred Qualifications

• 5+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on numerical optimization
• 5+ years of derivative product and market experience in one or more of the following areas: rates and foreign exchange
• Excellent verbal, written, and interpersonal communication skills
• Experience with volatility surfaces, rate, borrow and dividend curves, ideally in C++
• Experience with Sales and Trading partners as a front office quant
• PhD degree or equivalent in computer science, computational finance or mathematics