Job Description
Job Description: Equity QSDG is seeking a Director to be based in New York, leading the AMRS team’s modeling and automation efforts for structured products and structured notes business.This is a strategist role focusing on developing pricing/rfq infrastructure focusing initially on structured notes. This role is very technical in nature and it requires deep exotic equity products knowledge and modeling skills; it also requires knowledge of programming languages, optimization and infrastructure build out. Role Responsibilities:Enhancing pricing capabilities of infrastructureAdding additional products into coveragePerformance tuningDaily interaction with the trading team and working closely with Platform & Technology, etcManaging the book of work of QSDG structured products team in AMRS region, coordinating QSDG teams in other region
Responsibilities + Skills
Strong programming and technical skills. Knowledge of at least one programming language required (Python, C, C++, Java, Perl, Slang)
Education
Having a strong academic background in Finance/Economics/Computer Science/Applied Mathematics/Physics/Engineering/Statistics (up to MSc and PhD level)
Experience