Added
25 days ago
Type
Full time
Salary
Salary not provided

Related skills

python backtesting quantitative finance indexing implied volatility

πŸ“‹ Description

  • Research, develop, and improve IV pricing for options and exotic derivatives.
  • Build expertise in IV modeling, no-arbitrage surfaces, and derivative pricing.
  • Translate modeling into production-ready indices and strategies using Python.
  • Collaborate with Financial Engineering to develop MerQube engines and indexing strategies.
  • Interface with clients on active research projects.
  • Work with financial data sets (FactSet and Refinitiv) and contribute to whitepapers.

🎯 Requirements

  • 2-3 years in derivatives pricing models and quantitative research.
  • Master's in Finance or related quantitative field, or Bachelor's with equivalent experience.
  • Proficiency in Python for financial data management.
  • Strong interest in financial markets and the software/quant finance intersection.
  • Excellent communication and collaboration with clients and internal teams.

🎁 Benefits

  • Competitive compensation that grows with you.
  • Comprehensive medical, dental, and vision coverage.
  • Flexible hybrid work arrangements.
  • Community-first culture with strong teamwork.
  • Wellness focus: PTO, holidays, and sick time.
  • Lunches provided and opportunities to grow.
Share job

Meet JobCopilot: Your Personal AI Job Hunter

Automatically Apply to Data Jobs. Just set your preferences and Job Copilot will do the rest β€” finding, filtering, and applying while you focus on what matters.

Related Data Jobs

See more Data jobs β†’