Senior Quant Analyst — Equity Volatility & Derivatives

Walleyecapital External Fulltime; New York (NY); On-site; USD 212,500 - 287,500; Full time

Benefits offered by this job

Comprehensive benefits package

Equal opportunity employer

Job summary

Walleye Capital is seeking an experienced Quantitative Analyst focused on equity derivatives to join our volatility trading team in New York. You will work on pricing models, develop analytics tools, and leverage large data sets to improve models and performance.

The role requires a Ph.D./Masters in a quantitative field, 8+ years of model experience, and programming proficiency in Python, R, Java or C++. Competitive base salary, bonus, and comprehensive benefits are offered.

Qualifications

• Master's degree or Ph.D. in quantitative fields such as Finance, Mathematics, Statistics, Physics, or Engineering.
• 8+ years of direct experience with derivative pricing models in a high performance trading environment.
• Strong analytical skills and proficiency in equity derivatives pricing and modeling.

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.

Education

Master's or Ph.D. in quantitative fields

Tools

Python

R

Java

C++

Job description

Walleye Capital is seeking an experienced Quantitative Analyst focused on equity derivatives to join our volatility trading team in New York. You will work on pricing models, develop analytics tools, and leverage large data sets to improve models and performance.

The role requires a Ph.D./Masters in a quantitative field, 8+ years of model experience, and programming proficiency in Python, R, Java or C++. Competitive base salary, bonus, and comprehensive benefits are offered.