AVP, Quantitative Analyst, Quantitative Analytics Jobs, USA
The role involves working on various issues related to modeling pricing and risk management of equity and FX derivatives. Particular tasks range from improving the methodology of interpolating and extrapolating the implied volatility surface to designing models for pricing correlation swaps. The job has a varying research and development component. The candidate after the training is expected to excel in both aspects.
The ideal candidate will have the following:
•PhD in quantitative subject (physics, computer science, mathematics).
•Deep understanding of fundamental mathematics, probability, stochastic calculus.
•Strong problem-solving abilities.
•Sound grasp of at least one mainstream programming language, including previous coding experience.
•Good knowledge of the basis of computer science and numerical calculus.
•Previous experience in exotic option pricing is advantageous, but not required
•Ability to work in a fast-moving environment with multiple goals and tight deadlines.
•It is crucial for the candidate to be able to explain complex quantitative problems in terms understandable to our product specialists and potentially clients.
•Ability to be productive within a team as well as independently