Tuesday, June 28, 2011

We're Hiring: Quantitative Modeler - Options/AMM (Trading Firm), NYC

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Finder's fees can be offered for anybody you can recommend that YOU KNOW (providing contact info is a start) and obviously they MUST BE QUALIFIED and get interviewed and HIRED.
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Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED FOR USA WORK, email resume QuantRec @gmail.com and Quant at QuantRec dot com.

Goto http://www.QuantRec.com for updates on jobs, bookmark it!

You can fax in resume to 206-202-7703 as well.

PLEASE BE SURE TO INCLUDE your salary requirements (2010 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).

Also include the best times to reach you over the near term.

Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.

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Quantitative Modeler - Options/AMM


Prop Trading Firm/ NYC
Consutling 3-6 Months/ Rate Open 

Summary:  Proprietary Trading Firm specializing in Options and AMM want to hire a quant with coding skills in either C++, C#, Java to implement their own work.  Project will probably be 3-6 months in duration. 

What needs to be done:

1. Event based modeling of volatility: need to understand how event affects volatility, how to take it out of the implied volatility and how to effectively not make it decay over time.
2. Volatility curve modeling over underlying movement: need to understand how volatility surface move with respect to the movement of the underlying to have a better understanding of whether of not volatility "came in" or got realized in a certain way.

These are the 2 major projects and this has to be done in real time and be able to understood by the internal team. I think that person has to be from an options background and either serve on the trading desk or work closely with the trading desk.

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