Director - Equity Derivatives Quant
Salary $300,000 - $350,000 per year + All in package includes bonus
Location Dallas, TX, USA
Consultant Daniel Leavy
JobRef 125672/0012019-11-18 2020-01-07 financial-services permanent US Dallas Texas 9111 Cypress Waters Blvd, Coppell, TX 75019 75019 USD 300000 350000 350000 YEAR Robert Walters https://www.robertwalters-usa.com https://www.robertwalters-usa.com/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
Working with a premier financial services firm who is looking to add a quantitative director to their Dallas branch. This individual would be in the quantitative risk management department of the firm and would be reporting directly into the Head of Quantitative Risk Management. This role would also be working closely working with members of the board and the overall head of risk and quantitative analytics so this role would have a lot of exposure to senior members of the firm. This is a hybrid role that requires you to be both hands on technically and manage a group of quantitative professionals.
For this role you will be leading the stress testing methodology model development for the quantitative risk management department. Additional responsibilities within this role will be the model development / enhancement of the margin and volatility surface models. Given the nature of this role you will also be collaborating with a lot of other departments including model validation, model governance, and stress testing and liquidity risk management. If you are an individual with a strong quantitative background and great communication/leadership capabilities would be keen to connect and go over further details.
- Quantitative Experience with Equity Derivative products
- Quantitative experience with risk management models (VAR, Montecarlo simulation, etc.)
- PHD in a quantitative field
- Hands on coding proficiency with one of the following languages: Python, Java, R, and or C++
- Experience managing a team of individuals can either be direct reports or a lead experience on a specific project.
- Additional topics that are not required but would be a good supplement to your candidacy include experience with: (counter party risk, portfolio stress testing, portfolio risk, volatility surface modeling, initial margin models, and CVA's)