VP Equity Derivatives Quant – Exotic & Structured Models

A leading investment banking firm is seeking a highly skilled quantitative professional at the VP/SVP level to join their Equity Derivatives Quant team in New York. This position involves model development for equity derivatives, focusing on Exotics/Structured Products and Corporate Derivatives. Candidates should have an advanced degree in a relevant quantitative discipline and at least 4 years of experience in equity derivatives. The role also requires strong knowledge of stochastic calculus and programming skills in C# or C++.
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