Senior Equity Derivatives Quantitative Developer (strat)

This will be a hands-on position with extensive exposure to business, modelling, and Quantitative Investment Strategies (QIS).

Responsibilities

• Analytical work to research, implement and support pricing and risk models for equities.
• Development work on server-side processes as part of a micro-service infrastructure.
• The role is part of the firm’s financial engineering team which supports trading desks globally.

Skills and Qualifications

• Programming skills in at least one language from C++ and Java
• Financial products knowledge in vanilla and exotic equity products.
• Experience with scripted payoffs (ex. BLAN)
• Financial modeling (probability and stochastic calculus, Monte Carlo, numerical methods)
• Ability to communicate efficiently and concisely in writing and verbally
• 5-8 years’ experience