Senior Quantitative Researcher - Equity Volatility

Paragon Alpha - Hedge Fund Talent Business; New York (NY); On-site; USD 180,000 - 320,000; Full time

Job summary

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

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.

Skills

Derivatives pricing

Equity volatility

Python

C++

Java

R

Data analysis

Education

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

Job description

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.