• Location: New York NY
• Type: Perm
• Job #25600

Company Overview:
A multi-strategy, multi-manager investment platform founded in 2008, focuses on global investment strategies and is seeking a candidate to join its investment teams. The role involves contributing to trading, risk management, alpha generation, and infrastructure development.

Job Responsibilities:

• Assist in developing and validating quantitative models for pricing, volatility modeling, and risk assessment of equity options.
• Analyze large sets of market and historical data to identify trends, inefficiencies, and opportunities for model or strategy improvement.
• Support ongoing research into equity options strategies, including volatility surfaces, skew analysis, and implied correlation modeling.
• Help design and perform backtests for trading strategies and risk management tools using real and simulated data.
• Develop and maintain analytical tools and dashboards in Python to help traders and researchers visualize performance metrics and model outputs.
• Work closely with quantitative researchers, traders, and risk teams to translate research insights into practical applications for the trading desk.

Qualifications:

• Strong proficiency in Python, including experience with libraries such as pandas, NumPy, SciPy, and matplotlib.
• Solid understanding of options theory, including the Black-Scholes model, Greeks, implied volatility, and volatility surfaces.
• Excellent quantitative and analytical skills with a strong ability to work with large datasets and complex models.
• Familiarity with financial data providers and experience with backtesting frameworks or quantitative research platforms is desirable.
• Knowledge of other programming languages, such as SQL, R, or C++ is an advantage.

Compensation:
Salary: $200,000 – $200,000, Plus Bonus