Quantitative Analyst/Quant Trader recruitment
The right applicant will be responsible for use of pricing tools to evaluate trades on the desk in real-time; reviewing pricing model inputs and using discretion to adjust them; refining existing models; making code changes to implement those refinements; automation of gathering of pricing inputs; special situation and one-off pricing; reviewing trading algorithms.
Individual applying for this role will work side-by-side with, and learn as much as possible from the Head of Quantitative Trading to eventually be able to: Create and implement own models; Implement trading algorithms; and to risk manage the firm wide trading book. Position requirements include a Ph.D. in mathematics, physics, and engineering or a related quantitative field with strong C/C++ programming experience and 2+ years of financial industry experiences. This position requires a highly self-motivated and detail-oriented candidate able to work closely with and communicate effectively with senior quants, developers and traders. Solid statistical background is essential.
Other desirable skills include experience with SQL, Perl, Visual Basic and Excel, and knowledge of options/derivatives and options pricing models. As the quantitative development group is fairly small, flexibility and a positive attitude, ready to work on whatever is needed, whether sophisticated modelling is involved or not, is essential. Previous trading experiences and strong knowledge of options pricing models is a big plus.
Please submit your resume at dinka@martingaleinternational.com