A multi-manager fund in NYC is looking for an Equity Derivatives QR to join one of their high visibility, heavy impact teams. The role allows for direct interaction with some of the most successful Equity PMs in the hedge fund industry.
The ideal candidate will have:
--3+ years experience working on pricing/modeling of Equity Derivatives (sellside, buyside or vendor platform OK)
--Strong mathematics background, specifically for derivative pricing
--Experience interfacing with traders/PMs
--Strong C++ skillset
--Advanced STEM degree, i.e. Math, Physics, EE or Computer Science