Imported from previous forum
New York then Dallas!
Muti billion dollar global, multi-strategy,
market-neutral hedge fund is seeking a
Quantitative Analyst.
Quantitative Research Analyst, Equity Derivatives
Reporting jointly to the heads of the Quantitative
Research and U.S. Equity Derivatives groups, the
Quantitative Research Analyst, Equity Derivatives
will have front-line responsibility for all
quantitative modeling issues arising in the U.S.
Equity Derivatives business unit.
Responsibilities will include modeling new
instruments, improving existing models, performing
statistical studies, diagnosing and fixing
modeling problems, explaining models to traders,
and generally acting as a liaison between the
traders and the Quantitative Research group. The
position will be based in the firm’s Dallas
headquarters. The first few months, however, will
be spent in the New York office learning our
technology and analytics framework.
Responsibilities
This individual will be primarily responsible for
the following:
- Day-to-day support of the quantitative modeling
needs of the U.S. Equity Derivatives business
unit. - Being intimately familiar with the firm’s entire
analytics suite, and ensuring that the business
unit is effectively using all available
technology. - Identifying areas where the firm’s existing
technology is not meeting the business unit’s
needs. - Implementing and improving models and related
technologies as part of the firm’s unified
analytics suite.
While working primarily with the U.S. Equity
Derivatives group, the person will also help other
groups (e.g. the European and Asian Equity
Derivatives groups, as well as other groups in
Dallas) with similar issues.
Qualifications
- A minimum of 1 year practical experience in
quantitative financial modeling of equity
derivatives - Strong C++ and Excel skills; knowledge of SQL a
plus - Exceptional academic background; advanced degree
in a technical field preferred
Desirable Traits
Personal
- Strong quantitative and analytical skills
- High degree of intelligence
- Very good communication skills
- Ability to work well in a team-oriented
environment - Pro-active attitude, and desire to see projects
through to conclusion
Functional
- Thorough familiarity with convertible bond and
stock option modeling - Familiarity with Credit Default Swaps a plus
Compensation will be competitive, consisting of a
base salary and bonus component, and