Senior Quantitative Analyst - Equities
Core
Develop quantitative models and analytics for equity derivatives and volatility to support live investment decisions, portfolio construction, and risk management.
Role type
Senior IC quantitative analyst (equity derivatives)
Builds
Pricing libraries, volatility surfaces, risk models, and proprietary tools for idea generation and trade analysis
Domain
Financial services, equities, derivatives, volatility
Deliverable
production ML models
Required skills
Equity derivatives and options markets, option pricing, volatility modelling, volatility surfaces, Greeks, hedging methodologies, quantitative model development, production-grade dataset management, scalable research frameworks
Preferred skills
C++, Python
Responsibilities
Develop quantitative models and analytics to identify opportunities across equity options and volatility products; Build and enhance pricing libraries, volatility surfaces, and risk models; Conduct detailed valuation and scenario analysis; Design and improve proprietary tools for portfolio monitoring and risk management; Build and maintain high-quality options and volatility datasets
