Responsibilities:
- Develop pricing models for equity derivative products via numerical techniques like Monte Carlo Simulations and Partial Differential Equation solvers
- Designing and implementing quantitative models used by the equity derivatives traders
- Developing analytic libraries for pricing and risk management
- Communicating regularly with the traders, providing them with ad hoc tasks and python tools to help drive their processes
Qualifications:
- Ph.D. (preferred) or Masters in a highly quantitative field (i.e. Physics, Mathematics, Electrical Engineering, Statistics, etc.)
- 4-8 years experience build quantitative models for equity derivative products (preferred) or fixed income products
- Strong programming skills in C++ (preferred) and Python
- Experience conducting Monte Carlo Simulations and solving Partial Differential Equations