Quantitative Analyst

3 days ago


Reston, Virginia, United States Anson McCade Full time
Equity Derivatives Quantitative Analyst

Anson McCade is seeking a highly skilled Equity Derivatives Quantitative Analyst to join our team in NYC.

Key Responsibilities:

  • Design, develop, and maintain models and infrastructure components to support equity derivatives trading activities.
  • Liaise with Front Office and Technology teams to deploy new and strategic pricing risk libraries to production.
  • Enhance the automated volatility fitting process with new features and develop quality measures to assess the quality of the fits.
  • Extend the back-testing framework with new features, back-test strategies, and perform critical analysis of the results.
  • Design, implement, and back-test tools needed by trading desks in their day-to-day activities, including market data discovery, alternative risk views, and signal generation.
  • Research, test, and document pricing models.

Requirements:


• Master's or PhD in a quantitative field (Mathematics, Physics, Computer Science, or 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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