Senior Quant – Equity Volatility & Derivatives

Walleye Capital, LLC; 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, LLC is seeking an experienced Quantitative Analyst focused on equity derivatives to support our volatility trading team in New York City. The role emphasizes pricing models, analytics tools, and large-scale data analysis.

Requirements include a Master’s degree or PhD in a quantitative field and 8+ years of derivative pricing experience, with programming in Python, R, Java, or C++. Excellent analytical skills and attention to detail are essential.

Qualifications

• 8+ years of direct experience with derivative pricing models.
• Master’s or PhD in quantitative field such as Finance, Mathematics, Statistics, Physics, or Engineering.
• Proficiency in Python, R, Java, or C++ and strong data analysis abilities.

Responsibilities

• Model development: pricing and analytics tools for equity volatility products.
• Technical support for users of models and tools.
• Data analysis to identify improvements and extend datasets.

Skills

Python

R

Java

C++

Education

Master’s or PhD in quantitative fields

Job description

Walleye Capital, LLC is seeking an experienced Quantitative Analyst focused on equity derivatives to support our volatility trading team in New York City. The role emphasizes pricing models, analytics tools, and large-scale data analysis.

Requirements include a Master’s degree or PhD in a quantitative field and 8+ years of derivative pricing experience, with programming in Python, R, Java, or C++. Excellent analytical skills and attention to detail are essential.