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A leading investment bank in NYC is proactively looking to expand their impressive equity indices platform with an experienced hire. The group seek an investible indices quant to focus on the research, implementation, backtesting & execution of algorithmic indices for their equites business. The desk covers a range of equity products including delta one, derivatives & volatility.
This is a hand's on modeling position, requiring a desk strategist with strong Python/Java and communication skills to liaise directly with structuring, trading & sales divisions both locally & internationally.
VP level hire (minimum 4 years' experience) with equities of which half should be investible/algorithmic products. Backgrounds in QIS (quantitative investment strategies), algo traded equities & equity index generally will be very appealing.
PhD/MSc in a quantitative discipline: Physics, Mathematics, Engineering etc.
Strong computational Python preferably but will consider Java or C++ also.
Excellent communication skills to liaise with traders & structuring divisions
Experience within a algorithmic indices, quantitative investment strategies or index quant function.