Equity Vol Strat (New York)

Vacancy detailEquity Vol Strat $250-400k USDOnsite WORKINGLocation: New York, New York – United States Type: PermanentEquity Volatility Quantitative Strategist – New York CityWe are seeking an experienced Equity Volatility Quantitative Strategist to join our front-office quantitative research team in New York. The successful candidate will have 6–8 years of experience in the finance industry, strong development skills, and a deep understanding of the equity flow business. This is a hands-on quant developer role in a fast-paced trading environment, partnering closely with traders and portfolio managers to deliver high-impact solutions.Key ResponsibilitiesDevelop and maintain tools for market data analysis, including implied volatility fitting and surface construction.Build and enhance pricing models and risk analytics for listed and OTC equity derivatives, light exotics, and structured products.Collaborate with trading and portfolio teams to design robust, production-grade quantitative tools.Contribute to the development of risk management systems and monitor key risk metrics.Ensure scalability, reliability, and performance of quantitative libraries and applications.Keep abreast of market trends, new products, and quantitative techniques in the equity derivatives space.Skills & QualificationsExperience: 6–8 years as a quantitative strategist/developer in equity derivatives within a trading desk environment.Product & Market Knowledge:In-depth understanding of equity market data and derivative products.Strong grasp of risk measures and practical trading applications.Familiarity with option pricing models (e.g., Black-Scholes, local volatility).Technical Skills:Expert Python programmer; C# or C++ experience preferred.Strong knowledge of software engineering best practices (Git, testing, regression).Personal Attributes:Proactive, self-motivated, and results-driven.Excellent problem-solving and analytical abilities.Strong communicator, able to explain complex concepts clearly.Resilient under pressure, able to manage multiple priorities.Education: Advanced degree in a quantitative or engineering discipline.Location: New York, NYEmployment Type: Full-timeReference: AMC/LMC/C0584#lumcApply for this vacancyYour CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.*Mandatory field.Your name*Your surname*Your email address*I confirm I currently have the right to take full time employment at the location for which I am submitting my CVPlease state the locations where you currently have the right to take full time employmentAttach a file (Word or PDF only accepted)MessagePrior to submission of this form, the user acknowledges and accepts Anson McCade's Terms and Conditions of Use + Privacy Policy + Data Protection Compliance Statement*
I acknowledge and accept
TrustpilotOur OfficesVacancy searchSearch all the vacancies on Anson McCade


Select a Practice Area
Quantitative Research, Trading & Risk
Digital + Analytics
Information Technology + Cyber Security
Business Change and Transformation + Strategy
IT / Software Sales
Internal Positions at Anson McCade