Quantitative Researcher, Equity Volatility

Walleye Capital is seeking a Quantitative Researcher to support its volatility trading business. The role focuses on developing and maintaining pricing and analytics tools for volatility products, supporting users, and analyzing data to improve models and tools.

Responsibilities

Model development: Build and maintain pricing and analytics tools for a variety of volatility products

Technical support: Provide front-line support for users of the available tools and models

Data analysis: Utilize and extend rich data sets to identify further improvements

Preferred

preferably in a high-performance trading environment

Knowledge of pricing exotic options and fitting market data

High-Performance Trading Experience

Exotic Options Pricing

Market Data Fitting

Benefits

Competitive bonus

Comprehensive benefits package

Company

Multi-strategy investment firm specializing in fundamental equities, quant, volatility.

New York, New York, USA

https://www.walleyecapital.com/

Founded in 2005

201-500 employees

Qualifications

Degree in quantitative fields such as Finance, Mathematics, Statistics, Physics, or Engineering

Hands-on work with derivative pricing models

Proficiency in financial modeling and quantitative analysis, particularly related to equity derivatives

Experience with programming languages such as Python, R, Java, or C++

Strong analytical skills and the ability to work with complex data sets

Excellent problem-solving abilities and attention to detail

Preferably in a high-performance trading environment

Knowledge of pricing exotic options and fitting market data

Required skills

C++, Derivative Pricing Models, Equity Derivatives, Exotic Options Pricing, Financial Modeling, Java, Market Data Fitting, Python, Quantitative Analysis, R, Represents the skills you have, click on the tags

Preferred skills

Knowledge of pricing exotic options and fitting market data, preferably in a high-performance trading environment

Experience

Mid level