ALL OPTIONS operates in trading units for market making and algorithmic trading in Amsterdam, Switzerland, Curacao and very shortly, Hong Kong. As a privately-held company providing liquidity for several major financial markets, we are a fast growing company and we belong to the leading market making companies in Europe. Due to exceptional success and ongoing expansion, we are looking to further grow our Risk Management department, where you will be working with experienced and talented colleagues, operating with cutting edge technology and industry leading risk management strategies. RESPONSIBILITIES:
• Assist risk department with further development of existing risk tools
• Modeling of American options pricing with discrete dividends
• Assisting in the building of stress (sticky delta vs sticky test module)
• Modeling parameterized (stochastic vol) volatility surface • Create and maintain historical volatility database
• Create volatility dispersion model/ trading framework
• Data mining on corporate actions
• Additional ad hoc front office options quant projects REQUIREMENTS:
• University Degree – ideally in Applied Mathematics, Quantitative Finance
• 1-2 years experience
• Sound knowledge of financial mathematics
• Proficient coding skills in a programming language(C++, C#, etc..) and SQL
• Solid IT background – Excel, database programming etc • Experience with Matlab, Bloomberg, Trade Web, Datastream etc helps
• Able to work productively in a dynamic, high-paced environment
• Excellent communication and interpersonal skills
• Team player
• Any specific options experience is a big plus
It is important to us that you'll become part of the ALL OPTIONS family, where we highly value the individual, your personal effort and teamwork. The combination of the three allows you and us to work in a professional ambitious organization with an absolute personal touch, where all options remain open for your development within the organization and as an individual.
ON OFFER: All Options is offering a tremendous opportunity for the right professional to really take their career to the next level and to be rewarded with a very attractive remuneration package. Placing a high importance and investment in employee development, we are an innovative and dynamic company, enjoying sustained growth and operating in an exciting and challenging industry. If you are looking for a career and personal growth opportunity, a challenging learning curve and fantastic working environment, look no further, apply now!