Quantitative Analyst, Equity Volatility

Walleye Capital Full Time•New York, NY

17h•Onsite

About The Position

We are seeking an experienced Quantitative Analyst with a focus on equity derivatives to join our team. The ideal candidate will possess a strong background in derivative pricing models and have a deep understanding of the financial markets. This role involves working with both existing and new models, as well as related tools, to support our volatility trading business.

Requirements

Master’s degree or Ph.D. in quantitative fields such as Finance, Mathematics, Statistics, Physics, or Engineering.
~ 8+ years of direct experience with derivative pricing models, preferably in a high performance trading environment.
Proficiency in financial modeling and quantitative analysis, particularly related to equity derivatives.
Experience with programming languages such as Python, R, Java, or C+.
Strong analytical skills and the ability to work with complex data sets.
Excellent problem-solving abilities and attention to detail.

Nice To Haves

Knowledge of pricing exotic options and fitting market data is highly valued but not mandatory.

Responsibilities

Model development: Build and maintain pricing and analytics tools for a variety of volatility products.
Technical support: Provide front-line support for users of the available tools and models.
Data analysis: Utilize and extend rich data sets to identify further improvements.