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Candidates should be skilled in developing quantitative models & proprietary trading algorithms for equity derivatives. The individual will be part of a team developing statistical models and systems to facilitate electronic equity derivatives internalization and market making. This individual would also participate in the development of proprietary trading strategies to enhance revenues and reduce transaction costs for the broader Equity Derivatives business. In addition to working on proprietary models, the candidate will develop theoretical pricing models and hedging strategies consistent with the methods and philosophies behind proprietary trading.
To excel in this high frequency environment, one needs to implement cutting edge grid computing, artificial intellegence, and advanced numerical optimization techniques. The analytics are being implemented in a combination of C# and C++. The development of quantitative models involves more than pure mathematical aptitude. The optimal candidate will be able to blend the statistical world of algorithmic trading with the theoretical world of exotic modeling to develop models that more accurately reflect real world conditions.
The job is extremely demanding and has high workload, and will present numerous intellectual and technical challenges. They are looking for a dedicated, self-motivated individual, passionate about math, finance, and technology. They are not looking for an individual with a singular aptitude for math, finance, statistics, or programming. Candidates must be an individual that can blend competencies in many areas to deliver end to end models and solutions.
Qualifications include an advanced degree in a quantitative field with advanced level mathematical skills; candidates must demonstrate superior knowledge, passion, and accomplishment in his/her area of expertise. A superior academic or professional background is a prerequisite.
Candidates are expected to possess hands-on programming experience on an industry-standard object-oriented development platform, such as C++, Java, or .NET. He/she should have a solid understanding of fundamentals of Computer Science and software engineering.
For more information or immediate consideration, please reference Job#JCK677 and submit resume in Word format to: ian@comprehensiverecruiting.com
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