Imported from previous forum
Dallas based Hedge Fund is actively looking
for great talent. The position will begin in NYC
and move to Dallas.
This person will report to heads of Quantitative
research of US equity Derivatives groups. Will
have front line responsibilities for all
quantitative and modeling issues. Perform
Statistical studies, modeling, working with
traders acting as liaison.
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
will be commensurate with experience.
Please Respond to
Steve Ozyck
Insite Search
so@chaves.com