NYC Staffing
Vice President; Quantitative Finance Analyst
NYC Staffing, New York, New York, United States, 10001
Job Title
Duties: Perform enhancement of pricing and risk models to incorporate new market or products features. Conduct quantitative analysis of the current markets, trends and trading strategies. Perform numerical analysis of existing models and implement and test performance enhancements. Investigate and improve equity derivatives models, analytics, and trading strategies. Generate required documentation and testing to support model risk management ongoing model review and validation. Work with front office technology teams to integrate models into the trading and risk systems. Leverage applied mathematical concepts including Monte Carlo Simulations to trading analytics and equity derivatives pricing models, and uncovering risks and opportunities relative to derivatives portfolio management and hedging. Utilize statistical analysis to support trading strategy, equity stock and volatility market dynamic and day to day pnl analysis. Use Python and C++ to develop trading strategy backtesters, derivatives risk scenario tools, and volatility surface fitting models for trading desk. Develop and evaluate quantitative modelling and analytics projects in risk analytics. Optimize the variance swap pricing and booking process for dispersion business to enhance risk calculation efficiency resulting in faster performance and more accurate hedging strategies, ultimately improving overall risk management. Remote work may be permitted within a commutable distance from the worksite. Requirements: Master's degree or equivalent in Mathematics, Engineering (any), Statistics, or related: and 3 years of experience in the job offered or a related Quantitative occupation. Must include 3 years of experience in each of the following: Leveraging applied mathematical concepts including Monte Carlo Simulations to trading analytics and equity derivatives pricing models, and uncovering risks and opportunities relative to derivatives portfolio management and hedging; Utilizing statistical analysis to support trading strategy, equity stock and volatility market dynamic and day to day pnl analysis; Using Python and C++ to develop trading strategy backtesters, derivatives risk scenario tools, and volatility surface fitting models for trading desk; Developing and evaluating quantitative modelling and analytics projects in risk analytics; Optimizing the variance swap pricing and booking process for dispersion business to enhance risk calculation efficiency resulting in faster performance and more accurate hedging strategies, ultimately improving overall risk management.
Duties: Perform enhancement of pricing and risk models to incorporate new market or products features. Conduct quantitative analysis of the current markets, trends and trading strategies. Perform numerical analysis of existing models and implement and test performance enhancements. Investigate and improve equity derivatives models, analytics, and trading strategies. Generate required documentation and testing to support model risk management ongoing model review and validation. Work with front office technology teams to integrate models into the trading and risk systems. Leverage applied mathematical concepts including Monte Carlo Simulations to trading analytics and equity derivatives pricing models, and uncovering risks and opportunities relative to derivatives portfolio management and hedging. Utilize statistical analysis to support trading strategy, equity stock and volatility market dynamic and day to day pnl analysis. Use Python and C++ to develop trading strategy backtesters, derivatives risk scenario tools, and volatility surface fitting models for trading desk. Develop and evaluate quantitative modelling and analytics projects in risk analytics. Optimize the variance swap pricing and booking process for dispersion business to enhance risk calculation efficiency resulting in faster performance and more accurate hedging strategies, ultimately improving overall risk management. Remote work may be permitted within a commutable distance from the worksite. Requirements: Master's degree or equivalent in Mathematics, Engineering (any), Statistics, or related: and 3 years of experience in the job offered or a related Quantitative occupation. Must include 3 years of experience in each of the following: Leveraging applied mathematical concepts including Monte Carlo Simulations to trading analytics and equity derivatives pricing models, and uncovering risks and opportunities relative to derivatives portfolio management and hedging; Utilizing statistical analysis to support trading strategy, equity stock and volatility market dynamic and day to day pnl analysis; Using Python and C++ to develop trading strategy backtesters, derivatives risk scenario tools, and volatility surface fitting models for trading desk; Developing and evaluating quantitative modelling and analytics projects in risk analytics; Optimizing the variance swap pricing and booking process for dispersion business to enhance risk calculation efficiency resulting in faster performance and more accurate hedging strategies, ultimately improving overall risk management.