Base: $225,000 to $250,000; bonus/equity: discreti...
Hybrid
Monte carlo numerical methods
Partial differential equations
C++ and python programming
The role involves developing pricing models and creating analytical tools for calibration using advanced numerical techniques
Job Summary
The role involves developing pricing models and creating analytical tools for calibration using advanced numerical techniques.
Candidates will partner with structurers and traders to support new product development and provide quantitative training.
The position offers a competitive salary range of $225,000 to $250,000 along with comprehensive employee benefits.
Matching Summary
The role involves developing pricing models and creating analytical tools for calibration using advanced numerical techniques.
Salary
Base: $225,000 to $250,000; Bonus/Equity: Discretionary and formulaic incentive awards available; Benefits: Medical, dental, vision, 401(k), life insurance, paid time off
Skills & Requirements
Must-have
Monte Carlo numerical methods
Partial differential equations
C++ and Python programming
Exotics equity derivatives
Model validation and governance
Nice-to-have
Machine learning applications
Academic literature research
Statistical data modeling
Hybrid work schedule eligibility
Key Requirements
Master's degree in Mathematics or related field
4 years experience as Quantitative Analyst
3 years experience with PDEs and C++
Experience with regulatory requirements and model documentation