Sr Quantitative Analyst
Core
Quantitative Analyst specializing in exotic equity products, volatility modeling, and high-performance Monte Carlo engines for derivatives.
Role type
Senior IC quantitative analyst (derivatives)
Builds
Pricing models and valuation engines for exotic equity derivatives
Domain
Financial services / Quantitative finance / Derivatives
Deliverable
production ML models
Required skills
Quantitative modeling, Volatility modeling (Local/Stochastic/Parametric), Monte Carlo simulation, C++, Python, Equity trading desk experience, Statistical analysis
Preferred skills
Rates/Credit/FX/Commodities knowledge, Vola Dynamics Library, Java
Technologies
C++, Python, Java, Monte Carlo engines
Responsibilities
Develop quantitative models for exotic equity products and scripted payoffs; Implement high-performance Monte Carlo engines for complex path-dependent payoffs; Apply various volatility models to pricing strategies.
Seniority
Senior, hands-on IC