Delta One Trading Desk Seeks Experienced Quantitative Analyst

Quantitative Analyst, Delta One, prime brokerage, gap risk, vanilla, credit, quant, senior, PhD, ivy league, C++, Java, options, emerging markets Top Tier investment bank are seeking an experienced quant to come and work for their Delta One Trading Desk. The majority of the desk’s flow comes from their prime brokerage business which is responsible for servicing the bank’s Hedge Fund clients and is one of the largest prime brokerages in the world. The desk wants to expand its universe of Delta one products to Emerging Markets and more illiquid underlyings where the Gap risk needs to be modelled differently to their existing universe of liquid underlyings. The products you will be working on will be limited to vanilla options and and credit default swaps. My client is only after the very best candidates and is prepared to compensate considerably better than anybody else in the market for a candidate that meets their expectations. You must have at least 5 years working as a Quantitative Analyst at top bank on a delta one trading desk. It does not have to be exactly the same kind of business but you must have extensive experience modelling gap risk and an strong understanding of vanilla credit products. You should have a PhD in a quantitative discipline from a tier one academic institution (IVY league, Oxbridge, Imperial etc). You must have significant experience writing industry standard code in C++ and Java. Your communication skills need to be exceptional as you will be interacting heavily with traders and sales. This is a superb opportunity for a top class candidate to join the market leading institution in this field.  Please send a Word CV to Sara Hunter at quants@ekafinance.com Additional Information Location: NYC Status: Full Time, Employee Career Level: Experienced (Non-Manager) Reference Code: Q2408 Job Category: Accounting/Finance/Insurance Salary/Wage: 600,000.00 - 900,000.00 USD /year Relevant Work Experience: 5+ to 7 Years Education Level: Doctorate Contact: Sara Hunter eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs