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Chase · 3 months ago

Quantitative Research – Equity Derivatives Flow - Vice President

383 Madison Ave, New York, NY, 10179, US

Full-time

Onsite

Entry Level

$200K/yr - $285K/yr

1+ years exp

Chase is seeking a Vice President for their Quantitative Research Equities Derivatives Flow team, focusing on flow products. The role involves driving analytics, optimization, and modeling of volatility trading, while collaborating closely with traders to deliver actionable solutions.

BankingFinancial Services

Responsibilities

Work on the Equity Derivatives Flow trading desk to build analytics, and develop and enhance pricing and risk models for flow products

Drive research and implementation of volatility trading analytics, including volatility surface calibration and modeling

Develop client analytics, pre-trade and post-trade analysis, and hedging optimization tools

Play an integral part in building a data-driven trading and risk management ecosystem

Contribute from idea generation to production implementation: perform research, design prototypes, implement analytics to manage client flow and risk inventory, support their daily usage, and analyze their performance

Collaborate closely with traders to communicate findings and deliver actionable solutions

Qualification

Equity modelingStochastic calculusMachine learningPythonC++Data analysisRisk management knowledgeCommunication skills

Required

Advanced degree (Master's or Ph.D.) in a quantitative field (Mathematics, Physics, Engineering, Computer Science, Financial Engineering, etc.) from a top university

1-3 years of experience in equity modeling, preferably in equity derivatives

Solid understanding of stochastic calculus, probability theory, and numerical methods

Deep understanding of option theory and equity derivatives products

Strong programming skills in Python, C++, and numerical packages

Experience with quantitative techniques, data analysis, and machine learning

Ability to communicate effectively with trading and deliver end-to-end solutions