Equity Volatility Quant Analyst - Modeler & Data Architect

Walleye Capital Internships; New York (NY); On-site; USD 213,000 - 288,000; Full time

Benefits offered by this job

Competitive bonus

Comprehensive benefits package

Job summary

Walleye Capital in New York seeks an experienced Quantitative Analyst focused on equity volatility to join our team. You will develop and maintain pricing models and analytics tools to support our volatility trading business.

The ideal candidate has a Master’s or PhD in a quantitative field, 8+ years in derivative pricing, and strong programming skills (Python, R, Java, or C++). This role offers a base salary of $250,000 with a competitive bonus and comprehensive benefits.

Qualifications

• Master’s degree or Ph.D. in finance, mathematics, statistics, physics, or engineering.
• 8+ years of direct experience with derivative pricing models in a high-performance trading environment.
• Proficiency in financial modeling and quantitative analysis for equity derivatives.
• Experience with programming languages such as Python, R, Java, or C+.
• Strong analytical skills and attention to detail.

Responsibilities

• Model development: Build and maintain pricing and analytics tools for a variety of volatility products.
• Technical support: Provide front-line support for users of the available tools and models.
• Data analysis: Utilize and extend rich data sets to identify further improvements.

Skills

Python

R

Java

C+

Education

Master’s degree or Ph.D. in quantitative fields

Job description

Walleye Capital in New York seeks an experienced Quantitative Analyst focused on equity volatility to join our team. You will develop and maintain pricing models and analytics tools to support our volatility trading business.

The ideal candidate has a Master’s or PhD in a quantitative field, 8+ years in derivative pricing, and strong programming skills (Python, R, Java, or C++). This role offers a base salary of $250,000 with a competitive bonus and comprehensive benefits.