Description
We are seeking a Vice President to join our Quantitative Analysis team within the Investment Banking division. You will provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making.
Key Responsibilities:
- Develop and implement quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management.
- Collaborate with sales teams to identify clients' needs and develop customized solutions.
- Conduct in-depth research, data analysis, and statistical modeling to derive insights into market trends, pricing, and risk dynamics.
- Provide front office infrastructure support through ownership and maintenance of analytical libraries.
- Offer expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.
Vice President Expectations:
- Contribute to or set strategy, drive requirements, and make recommendations for change.
- Manage and mitigate risks through assessment, in support of the control and governance agenda.
- Demonstrate leadership and accountability for managing risk and strengthening controls.
- Collaborate with other areas of work to provide business-aligned support.
- Create solutions based on sophisticated analytical thought, comparing and selecting complex alternatives.
Requirements:
- Master's in financial mathematics, Ph.D. in a quantitative field, or equivalent skillset.
- Working knowledge of linear equity derivatives, equity ETFs, FX, and IR hedges.
- Extensive working knowledge of Python and familiarity with C++ or other object-oriented programming languages.
- Critical thinking, strong attention to detail, and independent problem-solving skills combined with excellent communications skills.
- Strong analytical and numerical skills.
Nice to Have:
- Delta 1 pricing/hedging/market making/optimization experience.
- Experience with cross-platform/cross-technology development and workflow automation.
- Familiarity with data visualization tools and libraries.
What We Offer:
- Competitive salary.
- Opportunity to work with a leading investment bank.
- Collaborative and dynamic work environment.