Top-tier investment bank seeks an equity derivatives strategist to support OTC and listed derivative transactions.
Top tier investment bank in New York City seeks strategist for equity derivatives team. This position supports over-the-counter and listed derivative transactions. The candidate will be responsible for real-time risk & PNL analytics for equity and credit derivatives as well as convertible bonds for use in the pricing and risk management of the micro trading desk. Other responsibilities include examining existing systems, evaluating the system and reviewing model reliability. The candidate will also propose architectural changes to increase the up-time to the trading floor as well as propose and implement plans to extend the current market model to include corporate actions. Candidate should have an advanced degree in CS or related field and 3+ years of experience in similar position with a top investment bank or asset management company. For immediate consideration please submit your resume in Word format to Ian@comprehensiverecruiting.com