Snr Quant, RV Rates/FX Options Strategies, Large Hedge Fund (Director), NYC
- Employer
- Millar Associates
- Location
- New York, USA
- Salary
- Seven Figure Package
- Closing date
- Jun 8, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Options Strategy design, Back testing, Desk Strat, (Swaptions, Rates/FX, Equity Indices), Python
KEY RESPONSIBILITIES:
ESSENTIAL EXPERIENCE:
KEY RESPONSIBILITIES:
- Refine existing trading strategies & develop of tools to improve the portfolio
- Strong focus on Options Strategy design and Back testing
- Develop systematic trading strategies from idea generation through back-testing and final output
- Contribute to the growing library of tools and analytics used to develop and deploy options trading strategies
ESSENTIAL EXPERIENCE:
- 5-10 years in Rates/FX modelling swaptions or equity options
- Strategy design & Backtesting with strong, practical markets knowledge
- A Desk Strat background and/or experience of a Systematic Fund active in the Options space
- Excellent options modeling, pricing, risk methods, skew (e.g. SABR), Stoch & Loc Vol, term-structure
- Very comfortable with and enjoy working directly with traders/PMs
- Excellent Python & highly proficient at developing Excel trading tools
- Time series analysis and data mining/machine learning skills
- Master's or PhD in Math, Physics, Stats, Comp Sci, etc
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