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With a committement to the Quantitative Strategist group this firm is expanding their Equity Derivatives Quant team and adding experienced professionals. The individual they are seeking will possess a strong real time risk modeling background for equity and exotic equity hybrid derivatives and flow equity derivatives and swaps. Experience working as a new product architect on big data risk analytics sets will also be an imporatnt part of this role. Participate in the design, research and implementation of automated agency execution strategies and develop software for pricing and hedging and provide trading support for algorithmic strategies. An undergraduate degree in mathematical discipline with preference for computational mathematics and statistics. Solid background in developing software in Python, R, C++ and Java with an Advanced Degree; PH.D or Masters degree is required. This group is collaborative and high performing. It requires strong communication skills and the ability to interact with sales and traders in a dynamic group. A minimum of seven years experience in a similar role with strong product knowledge is alos requried.