Equity Derivatives Quant/Strat
2 days ago
Equity Derivatives Quant/Strat – Assoc/VP level
NYC based
Key Responsibilities:
- Design, development and maintenance of the models and infrastructure components
- Liaise with Front Office and Technology, to deploy new and strategic pricing risk library to production
- Enhance the automated volatility fitting process with new features and develop quality measures to assess the quality of the fits
- Extend back-testing framework with new features, back-test strategies and perform critical analysis of the results
- Design, implement, back-test tools needed by the trading desks in their day-to-day activities (ranging from market data discovery, to alternative risk views, to signal generation)
- Research, test and document pricing models
Requirements:
• Masters or PhD in a quantitative field (Mathematics/Physics/Computer Science/Engineering)
• 2+ years of C++/Python knowledge
• 2+ years of experience in equity derivatives (quant) but open to all asset classes
Preferred Skills:
• Experience with cross-platform development (Windows/Linux)
• Experience with volatility fitting
• Familiarity with equity models
• Good written and verbal communication skills
• Passionate about learning domain specific problems in equity derivatives business
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