Vice President, Quantitative Analytics - Equity Derivatives

Selby Jennings; New York (NY); On-site; USD 300,000 - 450,000; Full time

Job summary

Selby Jennings seeks a Vice President level Quantitative Analyst for its Equity Derivatives Quantitative Analytics team in New York. The role centers on pricing models, risk analytics, and quantitative infrastructure to support exotic derivatives and structured products.

Responsibilities include building production-grade pricing libraries in C++, collaborating with traders and technology, and driving enhancements to analytics platforms. Advanced degrees and 5+ years front-office exp.

Qualifications

• Master's or PhD in a quantitative field as listed.
• 5+ years front-office quantitative experience in Equity Derivatives.
• Expert in derivatives pricing, stochastic processes, and numerical methods.
• Production-grade C++ development for pricing libraries.
• Proficiency in Python for research and prototyping.

Responsibilities

• Develop, enhance, and maintain pricing models for exotic equity derivatives.
• Build and maintain front-office quantitative libraries and pricing engines in C++.
• Collaborate with traders and tech teams to support pricing, risk, and new products.
• Research and implement models for volatility and complex risk factors.
• Develop calibration frameworks and valuation methodologies across the desk.
• Deliver solutions for valuation, hedging, and risk management in production systems.
• Assist model validation, testing, and governance initiatives.

Skills

Derivatives pricing

Stochastic processes

Numerical methods

Financial mathematics

Quantitative analytics

Education

Master's or PhD in Mathematics/Physics/Financial Engineering/CS/Engineering

Quantitative discipline

Tools

C++

Python

Pricing libraries

Analytics platforms

Job description

Vice President, Quantitative Analytics - Equity Derivatives (PR/611260) New York, New York

Salary: USD300000 - USD450000 per year

Our client, a leading global investment firm, is seeking a Vice President level Quantitative Analyst to join its Equity Derivatives Quantitative Analytics team. The successful candidate will focus on the development of pricing models, risk analytics, and quantitative infrastructure supporting a broad range of exotic equity derivatives and structured products.

Working closely with traders, structurers, and technology teams, this individual will play a key role in the design, implementation, and enhancement of front-office quantitative solutions used for pricing, hedging, and risk management. The role offers significant exposure to senior stakeholders and the opportunity to contribute to the continued evolution of the firm's derivatives analytics platform.

Responsibilities

• Develop, enhance, and maintain pricing models for exotic equity derivatives and structured products.
• Design, build, and maintain front-office quantitative libraries and pricing engines in C++.
• Partner directly with traders and structurers to support pricing, risk analysis, trade execution, and new product development.
• Research and implement quantitative models for volatility, correlation, and other complex risk factors impacting equity-linked derivatives.
• Develop and maintain calibration frameworks, valuation methodologies, and analytical tools used across the Equity Derivatives business.
• Deliver solutions supporting valuation, hedging, scenario analysis, and risk management.
• Collaborate with technology teams to integrate quantitative models into production trading and risk systems.
• Support model validation, testing, documentation, and governance initiatives.
• Drive strategic enhancements to the firm's quantitative analytics and pricing infrastructure.

Qualifications

• Master's or PhD in Mathematics, Physics, Financial Engineering, Computer Science, Engineering, or a related quantitative discipline.
• 5+ years of experience in a front-office quantitative role supporting Equity Derivatives trading.
• Strong understanding of derivatives pricing, stochastic processes, financial mathematics, and numerical methods.
• Expert-level C++ development skills with experience building production-grade pricing libraries and analytics platforms.
• Demonstrated experience developing and implementing pricing models for exotic equity derivatives and structured products, including products such as barrier options, autocallables, basket options, cliquet options, worst-of and best-of structures, volatility products, and other complex equity-linked derivatives.
• Experience working with local volatility, stochastic volatility, correlation models, and model calibration techniques.
• Strong knowledge of Monte Carlo simulation, finite difference methods, and other advanced numerical approaches.
• Proficiency in Python for quantitative research, prototyping, and analytics development.
• Proven ability to work closely with traders, structurers, and technology teams in a front-office environment.
• Excellent communication, problem-solving, and stakeholder management skills.