Quantitative Analyst
4 weeks ago
Equity Derivatives Quantitative Modeling and Strategy Specialist
About the Role:
Anson McCade is seeking a highly skilled Equity Derivatives Quantitative Modeling and Strategy Specialist to join our team. As a key member of our derivatives modeling group, you will be responsible for designing, developing, and maintaining models and infrastructure components.
Key Responsibilities:
- Design and develop models and infrastructure components to support equity derivatives trading activities.
- Liaise with Front Office and Technology teams 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, and back-test tools needed by the trading desks in their day-to-day activities.
- 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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