Quant Analyst, Equity Structured Products (VP), New York

New York
Ref: QESP-2411
Total to $400k + Benefits
Top-tier Investment Bank
Classical Exotics Equity, Barriers, Autocallables, Variance swaps, Hybrids, C++, Python

This top-tier Investment Bank seeks to a recruit a Structured Products Quant for their Equity Derivatives group in New York. Based on the trading floor, you will work closely with traders modelling new products and delivering innovative ideas for complex exotic equity derivatives & hybrids.  You’ll need great maths, good communications skills and effective C++ to implementing your models into their cross-asset library.


  • Support the traders on Structured Equity products & Hybrids 
  • Modelling & implementation of models for Equity Structured Products
  • Build tools and advise traders how to analyse / manage the risk & hedging
  • Integrating new pricing risk library to production systems
  • Developing and implementing models in the existing C++ cross-asset library
  • Create new trading strategies and more trader-efficient tools.


  • 5 years’+ experience in front office quant analytics covering Equity Derivatives with strong PDEs, Monte Carlo
  • Cross-asset expertise (Equity, Credit, Rates, Commodity)
  • Analytical market models, variance curve models for volatility products.
  • Valuation methods: Monte-Carlo engines, Grid methods, Numerical methods.
  • Excellent programming skills in C++ 
  • Strong analytical and communication skills
  • PhD or Masters in a scientific discipline


  • Cross-Asset knowledge (Equity, Credit, Rates assets)
  • Experience in QIS
  • Python libraries for numerical analysis (Panda, NumPy, etc)