Quantitative Analyst

Sartre Group; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Sartre Group is seeking a Quantitative Analyst in New York to lead the design of an equity derivatives library for a new US market making desk and to build resilient pricing infrastructure for a greenfield project.

You will collaborate with global technology teams and develop advanced volatility fitting tools using Python and SQL, driving high-impact currency for US listed products.

Qualifications

• Master's degree in Mathematics, Computer Science, Engineering or related field.
• Experience on a market making desk with equity derivatives.
• Proficiency in Python and SQL, with handling large datasets.

Responsibilities

• Lead design and build of an equity derivatives library for a US market making desk.
• Design and build risk and pricing infrastructure for a greenfield project.
• Collaborate with global technology teams to build pricing infrastructure.
• Develop tools for volatility fitting and dividend marking.
• Support daily trading applications and create trading tools.

Skills

Design patterns

Unit testing

Software development

Market making experience

Education

Master's degree in Mathematics, Computer Science, Engineering or related

Tools

Python

SQL

Database design

Job description

A global leading investment bank is hiring a Quantitative Analyst as part of its US expansion plans in New York City. The firm is uniquely positioned to dominate cross-border capital flows and they are aggressively expanding their US footprint, in particular building out an equity derivatives market making business in North America.

Responsibilities:

• Lead the design and build of an equity derivatives library for a new US market making desk
• Design and build risk and pricing infrastructure as part of a new greenfield project
• Build risk and pricing infrastructure in collaboration with global technology teams
• Develop advanced tools for volatility fitting and dividend marking
• Support daily trading applications, develop trading tools and collaborate with global teams.

Requirements:

• Master's degree Mathematics, Computer Science, Engineering or related disciplines
• Relevant experience on a market making desk, plus in-depth understanding of Equity Derivatives
• Extensive knowledge in computer science fundamentals and software development experience in Python
• Strong understanding of design patterns, solid principles, and unit testing practices
• Experience with SQL, database design, and large datasets

This is a high-impact Quantitative Analyst role where you will design and innovate their equity derivatives library and build resilient pricing infrastructure using Python and SQL. You will have significant ownership over greenfield projects, developing advanced tools for volatility fitting and dividend marking while working directly with global teams to optimize business flows for US listed products.