Equity Derivatives Quant – PDE/Monte Carlo Expert

A leading financial institution in New York is seeking an Associate, Equity Derivatives Quant to develop valuation models and provide quantitative support for equity derivatives and structured notes products. The role requires a PhD or Master’s degree in a quantitative field, strong programming skills in C++ and Python, and a solid understanding of financial mathematics. You’ll work in a collaborative and dynamic environment focused on client success and compliance with regulations, supporting the overall goals of the team. #J-18808-Ljbffr