Quantitative (Options) Developer
- competitive base salary + bonus (maybe guaranteed)
- New York, NY, USA
- Permanent, Full time
- 18 Sep 17
Quantitative Developer/Researcher will be involved in a variety of development and analytical work, including programming and data analysis, research and models implementation.
You will participate in support and expansion of pricing infrastructure and analytics for mostly automated options trading, spanning implementation of quant tools and models for fitting and control of option volatility surfaces, implementation and back testing of trading algorithms, implementation and back testing of forecasting algorithms/strategies and more.
Preferably an advanced degree in computational science/engineering, commercial/indutry experience as a quantitative developer or quant analyst/researcher, very hands-on/practical experience with C++ (or 'C'/Java), experience or at least very strong understanding of options pricing; Python knowledge and experience in front-office setting are plusses.
Contact: LenG@dtg-usa.com for immediate consideration