Equity Derivative Volatibility Quant
Thursday, December 8, 2011 - 16:06
Direct Hire/Fulltime

Prestigious Buy Side prop trading Firm

Looking for a Volatility Quant.

with at least couple years of

experience in this area, and then a good developer with either C++ R or Matlab

 duty will include 60% of implementation, and about 40% of research,

must speak same quant language as team and understand the Volatility Quant World..

We are building a new analytical platform for automated option market making. Building new models and tools using modern technology (parallel methods, very efficient numerical methods). research per traders request and contributing models and tools to the desk for a wide range of trading assets (including equity derivatives, currencies, commodities, FX, vol products, both vanilla and exotics).

Salaries are 125-325k base plus great bonus

resumes to be sent to:   jclifford@ttstechnology.com