Associate/Senior Analyst

As a Associate/Senior Analyst in New York, the work centres on you may create cutting-edge derivative pricing models and empirical models that provide insight into market behavior, or develop automated trading algorithms for the firm and its c. It would suit someone who can bring careful technical judgement and practical problem-solving to the role.

Known job details

• Location: New York
• Additional detail: Training or development support may be provided.

Likely focus of the role

• You may create cutting-edge derivative pricing models and empirical models that provide insight into market behavior, or develop automated trading algorithms for the firm and its c.
• Maintaining new and existing FX option pricing models, from volatility surfaces to multi-factor exotic models.
• Analysing risk of the firm’s option books.

Requirements mentioned

• Excellent academic record with Bachelor, Masters or . in a quantitative or engineering field, . mathematics, quantitative finance, physics, computational finance, computer science.
• Strong analytical and programming skills.
• 1-3 year of experience in a quantitative financial modelling role. Experience of foreign exchange derivative models preferred.