Selby Jennings in New York is seeking a highly capable Quantitative Analyst to join a leading investment bank's derivative modeling team. You will apply advanced quantitative methods to pricing and risk, and bridge the gap between models and trading in a front-office environment.
Ideal candidates hold a PhD or equivalent, possess deep knowledge of stochastic calculus, PDEs, Monte Carlo methods, and Black-Scholes frameworks, and are proficient in Python and/or C++.
#J-18808-LjbffrFront-Office Derivatives Quant: Advanced Modeling & Risk in new york at Unknown Company
This position is listed as full time and onsite.