Quantitative Analyst

JOB DUTIES:

Maintain and administer the company’s volatility pricing and analytics platform.
Develop high-performance system using technologies including C# and C/C++. Deliver real time
analytics platform informing trading decisions, positioning strategy and risk management. Apply
mathematical models focused on options pricing. Participate in volatility surface research and
development of new analytics tools. Apply existing mathematical models and make changes as
necessary based on research, new markets and products. Leverage software engineering tools
while working with large datasets in real-time systems. Offered salary range of $165,000 -
$190,000 /year.

REQUIREMENTS:

Master’s degree (or its foreign degree equivalent) in Finance, Economics,
Mathematics, or a related quantitative discipline and one (1) year of experience in the field of
data analysis or statistical analysis or one (1) year of experience in the job offered OR, in the
alternative, Bachelor’s degree (or its foreign degree equivalent) in Finance, Economics,
Mathematics, or a related quantitative discipline, and five (5) years of progressively responsible
experience in the field of data analysis or statistical analysis or five (5) years of experience in
the job offered.

SPECIAL REQUIREMENTS:

Must include experience with: (1) market micro structures and
execution algorithms; (2) macro linear quantitative research; (3) C++; (4) Mathematical models
including black scholes; (5) Python and R to analyze high-frequency quotes and trades; (6)
Monte carlo methods; (7) kdb+database; (8) Q programming language; (9) SQL; (10) Hive.
Experience with special skills can be gained through professional experience or academic
coursework. Any suitable combination of education, training and/or experience is acceptable.

To apply, qualified applicants submit your resume to: [email protected] and
specify job code: J121992L.