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.