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Quantitative Research - Equity Derivatvies

  • Type Permanent
  • Salary $180000 - $200000 per annum + Bonus
  • Location New York
  • Sectors Banking and Finance
A top tier buy side fund I am working with is actively seeking a quantitative researcher to join their equity derivatives pricing team. This firm is one of the largest options market making firms in the industry and has led from the front in blending technology and trading to maximize market opportunity. High performance algorithms and smart strategies in a collaborative environment define the innovative culture they have created.

This individual would have the unique opportunity of joining the firm at a time when they are looking to evolve their option valuation framework. You will play a pivotal role in designing and exploring new pricing models while refining the current pricing algorithms they have in place. For the right person, the medium-long term goal is to have this person take on a leadership role in the team and drive equity derivatives pricing firm wide.

You will collaborate amongst the team along with working with traders to tackle immediate high impact production challenges. The firm is currently at the core of this effort and the individual to join will be given resources and opportunities to have a large impact on trading in the firm's core business.

Requirements:

* MS OR PhD in a quantitative discipline (Mathematics, Statistics, Computer Science, Physics etc.)
* 3+ years professional experience
* Exposure to development of pricing libraries along with proven success in quantitative modeling and algorithm development
* Proficiency in C++ and/or Java

The firm values trading and technology equally and are constantly looking to foster an innovative culture where ideas can be heard from all employees. The firm has proven it's adaptability during these difficult market conditions as they have continued head count growth and profitability year on year. This is also an opportunity to work with some of the most talented and diverse teams in the world as the firm hires from top talent across multiple industries. Their benefits are un-rivalled with an employee first mentality and they have many perks such as catered breakfast/lunch, education reimbursement and a great holiday/vacation allotment.

Please apply if you are interested in learning more and feel free to reach out to Richard Sponder at Huxley.

Sthree US is acting as an Employment Agency in relation to this vacancy.