Sunday, August 5, 2012

Quantitative Analyst

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We are a mid-sized (35-person) Hedge Fund in the San Francisco Bay area trading exchange-listed equity, index and commodity options. We seek a Front Office Quantitative Analyst to work on the trading desk with traders on pricing, modeling and risk questions.

A significant part of the role will be analytical application development for opportunity discovery and pricing analysis but idea generation, teaching and ongoing learning are also major parts of the job. This individual will also partner with other quantitative analysts, risk analysts and developers.

  • Proficient developing applications in Excel and using VBA
  • Experienced with SQL Query construction
  • Programming skills in at least 2 higher level languages (C#, Java, C++, C, Python)
  • Demonstrated comfort with numerical analysis and with the development of numerical applications
  • Experience implementing models or analyzing data in Matlab/Mathematica/R or some other numerical analysis package
  • Experience developing numerical applications for trading desks
  • 3+ years experience working with traders at a respected derivatives trading desk on pricing and modeling
  • Strong knowledge of option pricing and trading strategies as practiced in a front office trading environment
  • Experience with modeling, backtesting of models and with numerical simulation methods
  • High aptitude for mathematics, analysis and problem solving
  • Experienced working with large market data sets
  • Exceptional verbal and written communication skills Experience validating hypotheses against real market data
  • Experience with the pricing and trading of equity and index-index options. Experience with commodity options a plus
MS or PhD in a quantitative discipline or Financial Engineering program

A competitive Salary and bonus commensurate with experience, as well as an exceptional benefits package.

Parallax Volatility Advisors

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