Saturday, March 24, 2012

Senior Equity Derivative Desk Quant


Headquartered in Atlanta, GA with 15 regional offices, Lucas Group is North America's premier executive search firm. Since 1970, Lucas Group's culture and methodologies have driven superior results. We utilize a unique combination of sophisticated technology, rigorous research, deep industry knowledge, ongoing associate training, and a broad national reach. We are trusted consultants who deliver real business value for our clients and candidates, and we are home to the finest executive recruiters. Our industry-leading Capital Markets Division is based in New York.


Bulge bracket Bank is seeking a Senior Equity Derivative Desk Quant in New York.


Mature Equity Derivative Desk Quant to provide pricing support to options and swap traders on the Equity Derivative trading team. This is a Director-level hire who will be expected to engineer pricing models, implement them via C++ and manage expectations with the Equity Derivative traders directly.

Particular exposure to Cliquets (Forward Striking Options and Forward Start Options) is preferred. Candidates with exposure to Equity Hybrids crossing with Credit/IR or Commodities/FX are also highly sought.
 Requirements(See Job Description) 

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