Job Description: The Analyst’s primary focus will be involved in research and development of option pricing/volatility modeling, market microstructure modeling and execution, and the development and back-test of automatic trading strategies. Working in the Quantitative team, the Analyst will report directly to the Director of Quantitative Research and work closely with the traders. An important factor in this position will be the strong willingness and motivation to learn and work in a fast paced environment.

Requirements: The candidate must have substantial knowledge or experience in option pricing, volatility modeling of equities and equity options. The successful candidate will be familiar with option pricing theory, time series econometric research and modeling, optimization methods, and have the capacity to test theories and incorporate them into strategy to trade.

Requirements:

• Strong academic background

• Strong knowledge of option pricing theory and stochastic volatility models

• Time series and statistical analysis

• Strong C++ and Excel VBA coding skill

• Good Optimization and numerical methods knowledge and implementation

• Experience of high-frequency data analysis or any market data will be plus

To be considered for the position, please send your resume to Jesse Marrus; jmarrus@streetadvisorgroup.com or apply directly from this page.