Volatility Modelling Quant - Quant Driven Hedge Fund Volatility Modelling Quant - Quant Driven Hedge  …

Anson McCade
in New York, NY
Permanent, Full time
Last application, 24 Jun 21
market leading compensation/benefits
Anson McCade
in New York, NY
Permanent, Full time
Last application, 24 Jun 21
market leading compensation/benefits
The Quant Vol Modelling group in a leading global hedge fund is looking to hire a mid level Quant Analyst to join their team in NY. This is an exciting opportunity in a fast-paced environment where communication with traders and quant developers is fluid.

The group covers all asset classes and comprises of senior well known Quants with a successful past sell-side career. This is an opportunity to join an experienced team, to learn a lot from team members and traders, and to help build a volatility trading activity that has strong commitment from the firm's leadership.

The Quant Vol Modelling group is looking for a intermediate quant to join its NY office. Its mandate is to build:

  • An analytics library to value and risk-analyze vanilla and semi-exotic derivatives on all asset classes: equity, rates, FX, commodities, credit
  • The associated market data databases
  • Quantitative screening / portfolio construction tools for traders

The size of the teams mandate means the successful candidate will be exposed to a variety of challenges:

  • modelling and numerical issues
  • trading issues
  • troubleshooting of the risk and valuation systems

Skill Set Required For Position:

  • An excellent quantitative background as well as reasonable programming proficiency is required
  • Coding proficiency in Python and C++ is required
  • Excellent oral and written communication skills are essential, both for interacting inside the team and with traders and quant developers.
  • The ability to see the larger picture in a context where competing priorities abound and may shift.
  • of
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