Equity Derivatives Quant Strategist – Pricing & Automation

A major financial institution in New York is seeking a talented individual to join their Equity Structured Product business. You'll develop and maintain derivatives pricing models and enhance risk management strategies within a dynamic team. Candidates must have a strong background in structured product modelling, a degree in a quantitative field, and proficiency in programming languages such as C++, Java, or Python. Excellent communication skills and a minimum of two years of relevant experience are required. #J-18808-Ljbffr