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Quant Researcher l Financial Institution

Location United States,

Remuneration $0 - $300000 per annum

Employment type perm

Updated 15th Mar 2018

Company Selby Jennings

Contact Melissa Cortes (NY)

Phone (646) 759-5605

Email click here

Selby Jennings has recently partnered with a large hedgefund in New York that is looking to bring on board an 1-2 quantitative analyst/developers to improve the trading efficiency of their books through greenfield quantitative model development in C and Python. In addition, given the large amount of data and transactions taking place on a day to day basis, these key hires will partner with technology teams to provide input on data architecture and usage.

To apply for this position you will have a professional background in developing pricing models for derivative products. You will also have extensive experience in using C .

Responsibilities will include:

  • Clean and parse large amounts of data.
  • Develop analytics to measure how to improve efficiency and best utilize the inventory
  • Update and develop existing models used for pricing the securities lending portfolio
  • Design and build out the existing data architecture for the trading desk
  • Assist key stakeholders in the front office team (risk, traders etc.)
  • Must have experience working with lending portfolios

To be considered for this opportunity you will need to demonstrate:

  • Extensive experience in developing pricing models for derivative products
  • A high degree of proficiency in C
  • A solid knowledge of stochastic calculus, monte carlo and PDE
  • A strong academic qualification in a quantitative finance-related discipline - MSc or PhD preferred

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