Entry level Modeling Quant - Award Winning quant research team - NYC

A leading investment bank in NYC is seeking to add an exceptional junior quantitative analyst to join their award winning multi-asset derivatives desk. This central desk has coverage across a wide-range of exotic & flow products including equities, fixed income, FX & commodities on a global scale but with a primary focus towards Americas. This position is best suited to an impressive Associate level candidates whose eager to work in a fast-paced, front-office environment supporting global trading desks & other quant professionals on a host of complicated mathematical & engineering projects. This is a practical position so requires a hand's on candidate who can work both autonomously and within a collaborative team. This leading bank have a number of exciting projects to roll out in the coming quarters so this is very much a growth hire. Entry/Associate level hire 0-4 years' experience. Key requirements: Top tier PhD/MSc in a quantitative discipline: Physics, Mathematics, Engineering etc. with excellent GPA's Strong object orientated programming experience, C++, C#, Java etc. Impressive internship experience/demonstrable interest in finance through extra-curricular activities Excellent communication skills to liaise with traders & structuring divisions Demonstrable knowledge of at least one traded asset class - equity, fixed income, FX or commodities Knowledge of options/derivatives pricing Excellent opportunity for an aspiring quantitative research analyst to join a genuinely award winning quant modeling group in NYC with a leading investment bank.