QUANTITATIVE ANALYST Job in 10006

ALPHABET MANAGEMENT, LLC About the Job Quantitative Analyst (Mathematician) (NYC) – Works w/ equity derivative traders on trading desk to perform front desk quantitative research. Develops pricing hedging mathematical models (incl stochastic volatility equity option pricing, VIX option pricing, multi-factor models) strategies (incl volatility relative value trading statistical arbitrage trading strategies) to trade derivative products (incl flow exotic equity products, variance/ volatility swaps volatility Read more […]

June 15, 2010 • Tags:  • Posted in: General • Comments Off on QUANTITATIVE ANALYST Job in 10006