VP, Rates/Equity Derivatives

28th February 2019
New York, United States
Job Type



  • Analytics is the analytics package used across all divisions for trading and the risk management of cash and derivatives in all asset classes of the bank: rates, credit, foreign exchange, commodities, equities, inflation, corporate finance, money markets, mortgages, hybrids, emerging markets. Furthermore, Analytics is used in many of the regulatory and portfolio calculations.

Key responsibilities:

  • Maintaining existing models and implementing new models for pricing and risk management of cash and derivative products.
    Documenting and testing models
    Supporting the Analytics library to strats, trading, GTO, Risk and Finance


  • Education: PhD (preferred) in Maths, Physics or Finance
    4-7 years of experience in the financial services industry working on pricing models.
    Strong quantitative skills (stochastic calculus, numerical methods, finite differences, Monte Carlo)
    Knowledge of derivatives modeling is a must.
    Some exposure to models of the term structure of interest rates is desirable.
    Good programming skills (C++)
    Strong interpersonal skills

For any more information please contact thomasmccormick@bsmgroup.com



Apply online
Drop files here browse files ...

Related Jobs

Risk Officer - 6 Month Contract   Frankfurt, Germany
5th March 2019
28th February 2019
Quantitative Analyst   London, United Kingdom
28th February 2019
Associate Director, Risk Analytics   New York, United States
28th February 2019