Hiring: Quantitative Strategist, VP - Delta One & Equity Derivatives Company: Selby Jennings Location: New York, NY Job Posted Time: 2026-09-10 11:40:39 Target Skills & Keywords : Derivatives, Equities, Python, Risk Management, Stakeholder Management About the job Required Skills: •Develop and enhance Python-based analytics and trading tools used by the Delta One & Equity Derivatives desk •Analyze market and internal datasets to identify opportunities and deliver actionable insights to traders •Build automated reporting and decision-support frameworks that support trading and financing activity •Partner closely with trading, technology, and quantitative teams on strategic initiatives and platform enhancements •Support analytics across equity swaps, ETFs, index products, and related equity strategies Qualifications: •Bachelor's or Master's degree in Financial Engineering, Mathematics, Statistics, Physics, Computer Science, Economics, or a related quantitative discipline •VP-level experience in a front-office quantitative strategy, strats, quantitative analytics, or quantitative development role •Strong Python programming and data analysis skills •Proven experience partnering directly with trading desks within equities, Delta One, equity derivatives, financing, or related businesses •Strong quantitative, problem-solving, and stakeholder management capabilities Compensation: •$350,000 - $400,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!