VP Equity Derivatives Desk Quant (C++) - Selby Jennings : Job Details

Role: VP Equity Derivatives Desk Quant (C++)Firm: Canadian Investment Bank (NY)Comp: $200K-$250K base, $350K-$425K totalJob Description:A Canadian investment bank is expanding its Equity Derivatives Quant team in New York and is hiring at the VP level. Led by a new MD from a Tier 1 US bank, the team seeks expert C++ programmers with hands-on experience supporting equity derivatives, options/vol desks. This role offers autonomy and the chance to contribute to both research and daily desk quant responsibilities. The direct hiring manager has a PHD in a hard science field and value academic/research driven candidates.Key Responsibilities:

• Support equity derivatives desks and develop quantitative models/tools.
• Directly develop analytical models for equity volatility products in C++
• Perform research to enhance models and market insights.
• Collaborate with traders on strategies and risk management.

Qualifications:

• Strong C++ programming and equity derivatives experience.
• PhD in a hard science or related field, with a focus on research.
• Problem-solving and team collaboration skills.

This is a great opportunity to join a growing team with a strong research focus and greater autonomy.