Quantitative Researcher

Website Technical Options

Our ckient is focused on evolving their option val

Our ckient is focused on evolving their option valuation framework and is looking for a talented quantitative researcher to:

Design and explore a variety of pricing models

Refine our current pricing algorithms

Collaborate with traders to tackle immediate production challenges

The individual will join at the core of this effort and will be given resources and opportunities to effectively impact their trading.

Qualifications:

MS or PhD in a highly quantitative field of study

At least 2 years of professional experience in financial services

Exposure to the development of pricing libraries

Proven success in quantitative modeling and algorithm development

Python skills preferred for prototype development

C++ and/or Java, and Linux skills preferred to make tactical changes to production code

Desire to work in a collaborative team environment