Location: all cities,NY, USA
Equity Derivatives Quant/Strat – Assoc/VP level
NYC based
Key Responsibilities:
Requirements:
• Masters or PhD in a quantitative field (Mathematics/Physics/Computer Science/Engineering)
• 2+ years of C++/Python knowledge
• 2+ years of experience in equity derivatives (quant) but open to all asset classes
Preferred Skills:
• Experience with cross-platform development (Windows/Linux)
• Experience with volatility fitting
• Familiarity with equity models
• Good written and verbal communication skills
• Passionate about learning domain specific problems in equity derivatives business