Primary Responsibilities
- Market data calibration and marking tools / processes development
- Main focus is volatility marking: imply vol from listed options prices mark vol moves for events
- Work closely with sales trading strats IT and financial engineering teams to streamline pricing and booking
Skills required
- Bachelor or Master degree in a quantitative subject such as Mathematics Physics Computer Science Engineering.
- Working knowledge of equity derivatives products is required
- Working experience of 2/3 years in a front office environment.
Strong programming skills (Java C) applied within the library of a front office tech or strats/quants. - Drive and desire to work in an intense team-oriented environment
Primary ResponsibilitiesMarket data calibration and marking tools / processes developmentMain focus is volatility marking: imply vol from listed options prices mark vol moves for eventsWork closely with sales trading strats IT and financial engineering teams to streamline pricing and booking Skills ...
Primary Responsibilities
- Market data calibration and marking tools / processes development
- Main focus is volatility marking: imply vol from listed options prices mark vol moves for events
- Work closely with sales trading strats IT and financial engineering teams to streamline pricing and booking
Skills required
- Bachelor or Master degree in a quantitative subject such as Mathematics Physics Computer Science Engineering.
- Working knowledge of equity derivatives products is required
- Working experience of 2/3 years in a front office environment.
Strong programming skills (Java C) applied within the library of a front office tech or strats/quants. - Drive and desire to work in an intense team-oriented environment
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