Junior Quant, Equity Derivatives
Core
Designing and innovating the Equity Derivative library, building resilient risk/pricing infrastructure, and developing advanced tools for volatility fitting and dividend marking.
Role type
Junior quantitative engineer (equity derivatives)
Builds
Equity Derivative library, risk/pricing infrastructure, trading tools, data pipelines
Domain
Financial services / Quantitative finance / Equity derivatives
Deliverable
production ML models
Required skills
Python (3.12+), ETL pipelines, data analysis, software engineering fundamentals, time series databases, quantitative finance
Preferred skills
Dash, Plotly, Streamlit, Panel, Bokeh, Airflow, object-oriented programming, design patterns
Technologies
Python, Airflow, Dash, Plotly, Streamlit, Panel, Bokeh, time series databases
Responsibilities
Build market and reference data pipelines including ETL and storage solutions. Develop pricing tools and maintain daily risk and P&L analysis. Build trading tools and provide technical support to sales teams. Collaborate with global quantitative teams on the quant library and cross-border projects. Support daily trading applications and resolve production issues.
Seniority
Junior, hands-on IC