VP Quantitative Strategist: Delta One & Equity Derivatives

Selby Jennings

New York (NY)

On-site

USD 350,000 - 400,000

Full time

5 days ago

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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.