Quantitative Strategist, VP - Delta One & Equity Derivatives

Selby Jennings; New York (NY); On-site; USD 350,000 - 400,000; Full time

Job summary

Selby Jennings in New York seeks a Vice President-level Quantitative Strategist to develop and enhance analytics, trading tools, and data-driven solutions for Delta One and equity derivatives. The role involves working with traders and front-office stakeholders, translating complex business challenges into scalable quantitative solutions that inform desk decision-making.

Strong Python and data-analysis skills, plus collaboration with trading desks across equities, Delta One, and financing, are

Qualifications

• Bachelor's or Master's degree in Financial Engineering, Mathematics, Statistics, Physics, Computer Science, Economics, or a related quantitative discipline.
• Strong Python programming skills and data analysis ability.
• Experience collaborating with front-office trading desks is essential.

Responsibilities

• Develop and enhance Python-based analytics and trading tools used by the Delta One & Equity Derivatives desk.
• Analyze market and internal data to identify opportunities and deliver actionable insights to traders.
• Build automated reporting and decision-support frameworks for trading and financing activity.
• Partner with trading, technology, and quantitative teams on platform enhancements.
• Support analytics across equity swaps, ETFs, index products, and related equity strategies.

Skills

Python programming

Data analysis

Stakeholder management

Trading desk collaboration

Education

Bachelor's or Master's degree in a quantitative discipline

Tools

Python

Job description

Quantitative Strategist, VP - Delta One & Equity Derivatives (PR/594367) New York, New York

Salary: USD350000 - USD400000 per year

Our client, a leading global investment bank, is seeking a Vice President-level Quantitative Strategist to join its Delta One & Equity Derivatives business in New York. Working directly with traders and other front-office stakeholders, this individual will be responsible for developing and enhancing quantitative analytics, trading tools, and data-driven solutions that support trading, financing, and risk management activities across the business. The role offers significant exposure to trading strategy and desk decision-making, requiring a combination of strong technical skills, market knowledge, and the ability to translate complex business challenges into scalable quantitative solutions.

Responsibilities

• Develop and enhance Python-based analytics and trading tools used by the Delta One & Equity Derivatives desk
• Analyze market and internal datasets to identify opportunities and deliver actionable insights to traders
• Build automated reporting and decision-support frameworks that support trading and financing activity
• Partner closely with trading, technology, and quantitative teams on strategic initiatives and platform enhancements
• Support analytics across equity swaps, ETFs, index products, and related equity strategies

Requirements

• Bachelor's or Master's degree in Financial Engineering, Mathematics, Statistics, Physics, Computer Science, Economics, or a related quantitative discipline
• VP-level experience in a front-office quantitative strategy, strats, quantitative analytics, or quantitative development role
• Strong Python programming and data analysis skills
• Proven experience partnering directly with trading desks within equities, Delta One, equity derivatives, financing, or related businesses
• Strong quantitative, problem-solving, and stakeholder management capabilities