Role Overview
Join an established quantitative analytics group at a large financial services company to support a rapidly expanding Prime Services business. As a Front Office Vice President, you will work directly with trading desks to develop analytics tools and quantitative models, optimize trading workflows, calibrate market data, and manage market and counterparty risk.
Key Responsibilities
- Model & Tool Development: Design, calibrate, and maintain quantitative models and analytical libraries for linear equity derivatives and related asset classes.
- Desk & Trading Support: Partner directly with traders to support daily trading decisions, streamline execution workflows, quantify revenue opportunities, and manage financial resource exposures.
- Research & Analytics: Conduct deep data analysis and statistical modeling to analyze market trends, pricing dynamics, and risk metrics.
- Technical & Strategic Leadership: Serve as a subject matter expert or team leader, guiding technical direction, mentoring junior team members, advising senior stakeholders, and ensuring robust risk control governance.
Required Qualifications
- Education: Master’s or PhD in Financial Mathematics, Physics, Mathematics, Computer Science, Engineering, or a equivalent quantitative field.
- Domain Knowledge: Solid working knowledge of linear equity derivatives (index futures, total return swaps, custom baskets, single stocks), equity ETFs, and FX/IR hedges.
- Programming: Advanced proficiency in Python and working knowledge of C++ (or other object-oriented languages).
- Quantitative Skills: Strong foundation in probability, stochastics, statistics, and numerical methods.
- Soft Skills: Excellent communication, critical thinking, and independent problem-solving abilities.
Preferred Qualifications
- Experience in Delta 1 pricing, hedging, market making, or portfolio optimization.
- Hands-on experience with cross-platform development (Windows/Linux) and workflow automation.
- Familiarity with data visualization libraries (e.g., Jupyter, Dash).
