IED, Equity Derivatives Strat - AS/VP

Design quantitative models for pricing and risk hedging corporate derivatives in collaboration with institutional trading and risk teams. Develop pricing engine/applications in C++, Java, and Python library. Perform back-tests and help trading desk understand risk exposure and PnL attribution of corporate derivatives. Conduct comprehensive research to derive insight into market trends, pricing, and risk dynamics. Work collaboratively with trading, risk, and tech team to propose and enhance pricing/modeling solutions. Master's or Ph.D. in a quantitative discipline such as Quantitative Finance, Mathematics, or related fields. Proficiency in programming language (e.g., C++, Java and Python). Solid knowledge in applied mathematics, numerical methods, including in-depth knowledge of PDEs, Monte Carlo methods, and Equity derivatives modeling. Experience in quantitative finance or a related field (e.g. financial derivatives and pricing methodology) preferred. Self-motivated and detail oriented. Demonstrated ability to work independently and collaboratively, manage projects, and meet deadlines efficiently. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. Expected base pay rates for the role will be between $150,000-200,000 for AS and 200,000 - $250,000 for VP at the commencement of employment. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.