Equity Trading Desk Quant - Associate/Vice President
Job responsibilities include:
- Develop and implement models to compute overhedges for options
- Pricing library model maintenance, development, and implementation
- Develop and implement a tool for hedging derivatives
- Implement new pricers and maintaining existing ones for exotic trades
Job requirements include:
- MS/PhD in STEM subject, Mathematics or Physics preferred
- Strong C++ skills
- Academic or professional research experience
- Equity derivative modeling and options pricing experience
- 2-5 years of experience
