We are seeking highly motivated Financial Engineers with various areas of expertise. Our ideal candidate has an advanced degree (MS PhD) in a quantitative field. In most instances this person will work with Developers, IT Staff, Traders and the other Financial Engineering teams.
This position requires an expertise in the area of high-frequency futures and options trading.
Specific areas of expertise may include one or more of the following:
Interest Rate Derivatives: Supporting market making operations on US Treasury cash and futures products and interest-rate derivatives.
Energy Commodity Derivatives: Support quantitative and fundamental research in natural gas and crude oil futures
Option Volatility: Research, develop, and implement tools and models relating to option volatility
Index Options: Have a solid understanding of the US listed options market, especially index options.
Equity Options: Have a strong background in equity options modeling and correlation management with the ability to develop models and strategies for option portfolios, including price, volatility and risk
Skills Required:
Minimum 1 year working experience in quantitative financial analysis.
Strong background in using Monte Carlo techniques, stochastic calculus, volatility modeling, partial differential equations, time series analysis and statistics
Programming experience required, preferably in C/C++ or C#/.Net
Ability to work in a fast-paced environment and be able to meet deadlines
Self-motivated and the ability to work independently on assignments with little supervision
Desire and aptitude to learn software and system applications used in the business
Solid verbal and written communication skills
Experience with advanced risk management techniques
