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Quantitative Analyst

Quantitative Analyst

Job Title: Quantitative Analyst
Contract Type: Permanent
Location: New York, USA
Industry:
Salary: Negotiable
Reference: DOQANY_1590676593
Contact Name: Daniel Ostrowski
Contact Email: Dostrowksi@woodrowmercer.com
Job Published: May 28, 2020 15:36

Job Description

This is an opportunity to work with a small independent team of experienced traders.

The Quantitative Analyst will work closely with the traders on the team to design, implement and maintain proprietary systems for pricing, analysis, trade sizing, volatility modeling etc. for the group's derivatives trading strategies.

A successful candidate will be a driven and highly independent researcher. The role will be highly entrepreneurial, requiring a candidate who can decisively take ownership of project responsibilities. The position is a front office role and the analyst will be located directly on the trading floor in physical proximity to the rest of the trading team.

Responsibilities:

  • Assisting in building out the group's ability to analyze and trade the major US equity index complex (SPX,ES,VIX)
  • Participate in improving and maintaining current pricing infrastructure
  • Research new products and strategies

Qualifications:

  • At least one year of experience working on options market making applications is an absolute requirement (2-4 years experience is preferred)
  • Detailed knowledge of US equity and index volatility modeling is a strong plus
  • VIX futures and options modeling is a plus
  • Earnings event modeling for single name equities is a plus
  • Solid understanding of options pricing
  • Strong C++ and Python skills
  • Proficient in database programming and design
  • Experience with version control, Git is preferred
  • Ability to work and perform in a trading floor environment

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