Quantitative Analyst

Responsibilities

Maintain and administer the company’s volatility pricing and analytics platform. Develop high-performance system using technologies including C# and C/C++. Deliver real time analytics platform informing trading decisions, positioning strategy and risk management. Apply mathematical models focused on options pricing. Participate in volatility surface research and development of new analytics tools.

Apply existing mathematical models and make changes as necessary based on research, new markets and products. Leverage software engineering tools while working with large datasets in real-time systems.

Requirements

Master’s degree (or its foreign degree equivalent) in Finance, Economics, Mathematics, or a related quantitative discipline and one (1) year of experience in the field of data analysis or statistical analysis or one (1) year of experience in the job offered OR, Bachelor’s degree (or its foreign degree equivalent) in Finance, Economics, Mathematics, or a related quantitative discipline, and five (5) years of progressively responsible experience in the field of data analysis or statistical analysis or five (5) years of experience in the job offered.

SPECIAL REQUIREMENTS: Must include experience with: (1) market micro structures and execution algorithms; (2) macro linear quantitative research; (3) C++; (4) Mathematical models including black scholes; (5) Python and R to analyze high-frequency quotes and trades; (6) Monte Carlo methods; (7) kdb+ database; (8) Q programming language; (9) SQL; (10) Hive.

Benefits

Medical insurance Bonus 401(k) Commuter benefits