Volant Trading

Senior Quantitative Analyst

US-NY-New York
ID
2018-1118
# of Openings
1
Category
Quantitative Finance

Overview

Volant is a leading global proprietary trading firm specializing in automated electronic options market-making.  We provide liquidity for more than two dozen financial markets by partnering trading talent and experience with state-of-the-art technology. We recruit the best and brightest, recognizing that our most valuable asset is our team.  As a small firm, we pride ourselves on our agility and flat structure, enabling our team to work collaboratively and pivot quickly.

 

From a quantitative analyst and developer perspective, we are responsible for the models of markets and risks that underpin our trading.  We build trading models and run proprietary strategies.  We study historical data, and we measure and analyze our profitability.  We use a diverse range of numerical and statistical techniques, and are always looking for new perspectives and approaches.  We support the systems that underpin quant work, including data collection processes, data cleaning scripts, and our toolbox that allows us to provide prototype spreadsheets to the traders.  We're looking for smart problem-solvers who are excited to attack the challenges we face on a daily basis and are ready to think outside the box to come up with creative and elegant solutions.

 

 

Responsibilities

 Responsible for significant functional aspects of the trading system, including:

  • Problem specification
  • Communications
  • Management of research and development and deployment
  • Design technical projects using knowledge of computing and quantitative analysis skills to implement trading ideas and functionality. 

Qualifications

Requirements:

  • Master’s of Science Degree in Mathematics, Computer Science, Finance, Engineering, Physics or a related quantitative field or foreign equivalent and 2 years of experience with financial modeling including derivative pricing, Black-Scholes Model, and Arbitrage theory and in computer programming including algorithms, large data analysis, and C++ or Python. 
  • In lieu of a Master’s degree, employer will accept a Bachelor’s of Science Degree in Mathematics, Computer Science, Finance, Engineering, Physics or a related quantitative field or foreign equivalent and 5 years of progressively responsible experience with financial modeling including derivative pricing, Black-Scholes Model, and Arbitrage theory and in computer programming including algorithms, large data analysis, and C++ or Python.
  • Requires 1 year of experience with practical application of financial modeling and computer programming at a financial institution; and 1 year experience in quantitative modeling for options market making. 


Resumes to careers@volanttrading.com. Ref: LZ1

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