Senior Quant Derivatives & Risk Strategist (Remote)

BIP US; New York (NY); On-site; USD 160,000 - 220,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

Discretionary performance bonus

Employee referral bonus

PTO 20 days

Job summary

BIP US is seeking a seasoned Quantitative Derivatives & Risk Consultant to support complex derivatives, analytics, hedging, and risk initiatives in our Financial Services practice. You will work across front-office trading, research, risk, and technology teams.

The role focuses on equity derivatives, volatility products, portfolio risk management, and quantitative modeling, with close collaboration to traders and risk managers to optimize pricing, hedging, and risk analytics.

Qualifications

• 10+ years in derivatives trading or quantitative finance
• Deep understanding of equity derivatives and volatility products
• Strong knowledge of pricing, valuation, hedging, and risk management
• Experience with hedging within institutional environments
• Knowledge of volatility surfaces, skew, and option pricing dynamics
• Experience partnering with tech teams to develop models
• Strong communication with front-office, risk, and management teams
• Advanced academic background in a quantitative field

Responsibilities

• Provide quantitative and product expertise across equity derivatives and volatility products.
• Analyze complex derivatives portfolios to identify market, volatility, and hedging risks.
• Evaluate and enhance pricing, valuation, risk, and hedging methodologies.
• Design hedging strategies for complex portfolios and structured exposures.
• Analyze implied vs realized volatility and option pricing behavior.
• Collaborate with development teams to validate derivatives models.
• Translate models into practical trading and risk recommendations.
• Support model analysis, calibration, and stress testing.
• Assess hedge performance and drivers of P&L and risk.

Skills

Equity derivatives

Volatility products

Hedging

Quantitative analytics

Derivatives pricing

Risk management

Stakeholder communication

Python

MATLAB

Education

Quantitative discipline (Physics/Mathematics/Financial Engineering)

Tools

Python

MATLAB

Octave

Job description

BIP US is seeking a seasoned Quantitative Derivatives & Risk Consultant to support complex derivatives, analytics, hedging, and risk initiatives in our Financial Services practice. You will work across front-office trading, research, risk, and technology teams.

The role focuses on equity derivatives, volatility products, portfolio risk management, and quantitative modeling, with close collaboration to traders and risk managers to optimize pricing, hedging, and risk analytics.