Job Summary:
As a Vice President within the Quantitative Research,Equity Flow
Job responsibilities:
- Automating volatility marking
- Predicting volatility dynamics
- Implementing models in our quant library and trading/risk platforms, carrying out testing and writing documentation
- Working closely with traders to solve problems and identify opportunities
Required qualifications, capabilities, and skills:
- You demonstrate an experience in a derivatives quant role
- You demonstrate a good understanding of the equity derivatives business
- You have deep understanding of derivatives pricing theory and standard models
- You demonstrate outstanding analytical and problem-solving abilities
- You have a good written and oral communication
- You bring an excellent coding skills (C++ and/or Python)
- You have experience with applying machine learning techniques