Apply0saved jobsaved jobsViewView all
We use cookies to provide you with the best possible browsing experience on our website. You can find out more below.
Cookies are small text files that can be used by websites to make a user's experience more efficient. The law states that we can store cookies on your device if they are strictly necessary for the operation of this site. For all other types of cookies we need your permission. This site uses different types of cookies. Some cookies are placed by third party services that appear on our pages.
Necessary cookies help make a website usable by enabling basic functions like page navigation and access to secure areas of the website. The website cannot function properly without these cookies.
ResolutionUsed to ensure the correct version of the site is displayed to your device.
SessionUsed to track your user session on our website.

Statistic cookies help website owners to understand how visitors interact with websites by collecting and reporting information anonymously.
AnalyticsWe employ Google Analytics as third party analytics services. This helps us analyse how users interact with our website and to identify patterns. Google Analytics IP address anonymization is also employed, which means we do not store any personal information. This stops individual user identification and re-marketing activities.

Show purposes

Front Office Equity Quant

Apply2019-01-09 17:14:521970-01-01Henlow

Front Office Equity Quant

Date posted: January 9, 2019
New York, USA
Job description

VP/Director level Quantitative Analyst to join the Equity Quantitative Analysis group and work on the analytics libraries used for client’s Equity and Multi-Asset pricing and risk-management.

Projects also include supporting the traders for the flow and traditional exotics desks.

Strong C++ and financial maths required, and a focus on the practical delivery of working products to the business in a timely manner. Equity exotics or flow experience preferred.


The ideal candidate would have experience as a Front Office Equity Quant working with trading desks, IT and risk management to develop, manage and extend derivatives models. Experience implementing derivatives models in C++ in a timely manner.

  • Strong quant modelling, knowledge of equity models/products such as Auto callable, barrier options, dividends is desired.
  • Track record of delivering projects.
  • Strong financial mathematics skills.
  • Strong C++ and programming experience
  • Strong interpersonal and communication skills (verbal and written).
  • Team player.
  • Ability to work in a fast-paced environment.


  • Expanding modelling capabilities
  • Maintaining and improving code base
  • Interacting with trading desk
  • IT and risk management.
  • Working independently to complete projects.

Academic Background:

  • Financial MSc or PhD in a mathematical subject.
  • Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Our Client is a Tier 1 Investment bank

Reference: QA-19-09