Quantitative Analyst- Equity Volatility

Paragon Alpha - Hedge Fund Talent Business; New York (NY); Sur place; USD 180 000 - 320 000; Plein temps

Résumé du poste

Paragon Alpha - Hedge Fund Talent Business in New York seeks an experienced Quantitative Researcher to support its Equity Volatility trading desk. You will develop, enhance and maintain pricing models and analytics in a sophisticated trading environment.

Working closely with traders, you will contribute to existing and new models, price exotic options and analyse large market datasets to identify improvement opportunities. Proficiency in Python, C++, Java or R is required.

Qualifications

• 6+ years pricing derivatives in a high-performance trading environment
• Strong knowledge of equity derivatives and volatility products
• Programming in Python, C++, Java or R
• Experience pricing exotic options
• Master's degree or PhD in a quantitative field
• Ability to analyze large financial datasets

Responsabilités

• Develop and maintain pricing models and analytics tools for equity derivatives and volatility products.
• Work closely with traders to improve existing models and develop new quantitative solutions.
• Provide technical support for pricing tools and models used by trading teams.
• Analyse complex market datasets to identify opportunities for model improvements.

Connaissances

Derivatives pricing

Equity volatility

Python

C++

Java

R

Data analysis

Formation

Master's degree or PhD in Mathematics/Finance/Statistics/Physics/Engineering

Description du poste

We are working with a leading multi-strategy investment firm seeking an experienced Quantitative Researcher to support its Equity Volatility trading business.

The role involves working closely with traders to develop, enhance and maintain derivatives pricing models, quantitative analytics and trading tools. You'll have direct exposure to the trading desk, contributing to both existing and new models within a sophisticated trading environment.

Key Responsibilities

• Develop and maintain pricing models and analytics tools for equity derivatives and volatility products.
• Work closely with traders to improve existing models and develop new quantitative solutions.
• Provide technical support for pricing tools and models used by trading teams.
• Analyse complex market datasets to identify opportunities for model improvements.

Requirements

• 6+ years of experience working directly with derivatives pricing models, ideally in a high-performance trading environment.
• Strong understanding of equity derivatives, volatility products and quantitative pricing methodologies.
• Programming experience in Python, C++, Java or R.
• Strong analytical skills and experience working with complex financial datasets.
• Excellent problem-solving skills and attention to detail.
• Master's degree or PhD in Mathematics, Finance, Statistics, Physics, Engineering or a related quantitative discipline.
• Experience pricing exotic options.
• Knowledge of fitting models to market dat