Senior Quant
Global Financial firm is seeking a Senior Quant with Equity Derivatives experience to join their Global Cross-Asset Derivatives team.
Candidates will be responsible for research modeling/ prototyping, implementing and deploying derivatives pricing models across all asset classes (Equity, FX, Rates, Commodity, Credit).
Additional responsibilities will include designing algorithms for the automatic and statistical validation of market data as well as building quantitative models around exchange-listed and OTC instruments to calibrate forward curves and volatility surfaces for use in pricing models.
This is a Fulltime role located in New York City.
Required Skills
- 5-7yrs plus years of experience with Equity Derivatives pricing and data modeling
- Pricing: Mathematical finance, experience with models in Equity derivatives and knowledge of numerical methods
- Data Modeling: Validation and manipulation of listed and OTC data to create methodologies for curve and volatility surface construction; experience in time series and statistics is a plus
- Strong C/C++ programming skills in a production environment required
- Strong oral and written communication skills and ability to thrive in a multi-programmer team environment
- PhD in Mathematics, Finance, Physics, Engineering or related field
NOTE - Guaranteed bonuses, Relocation, and H1-B transfers/Green Card sponsorship is available for applicable candidates
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