VP, Quant Analytics — Equity Derivatives Pricing & Risk

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

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.