About the Opportunity
Below covers everything you need to know about what this opportunity entails, as well as what is expected from applicants.
We are working with a leading multi-strategy investment firm seeking an experienced Quantitative Researcher to support its Equity Volatility trading business.
The role involves working closely with traders to develop, enhance and maintain derivatives pricing models, quantitative analytics and trading tools. You'll have direct exposure to the trading desk, contributing to both existing and new models within a sophisticated trading environment.
Key Responsibilities
- Develop and maintain pricing models and analytics tools for equity derivatives and volatility products.
- Work closely with traders to improve existing models and develop new quantitative solutions.
- Provide technical support for pricing tools and models used by trading teams.
- Analyse complex market datasets to identify opportunities for model improvements.
Requirements
- 6+ years of experience working directly with derivatives pricing models, ideally in a high-performance trading environment.
- Strong understanding of equity derivatives, volatility products and quantitative pricing methodologies.
- Programming experience in Python, C++, Java or R.
- Strong analytical skills and experience working with complex financial datasets.
- Excellent problem-solving skills and attention to detail.
- Master's degree or PhD in Mathematics, Finance, Statistics, Physics, Engineering or a related quantitative discipline. xhqgsiq
Desirable Experience
- Experience pricing exotic options.
- Knowledge of fitting models to market dat
Quantitative Analyst- Equity Volatility in new york at Unknown Company
This position is listed as full time and onsite.