Options/Vol Quantitative Developer - Selby Jennings : Job Details

Location: Miami, FL/New York, New York

Summary: A top multi-strategy hedge fund is currently hiring for one of their top systematic volatility PM teams. They are looking to hire a cross-functional quant developer who will work very closely with the portfolio manager and traders. This is a dynamic role where you will wear multiple hats and be a crucial contributor to the team across research, development, and trading. Initial responsibilities will revolve around ad hoc development tasks to support an active, cross-asset vol trading desk.

• Directly support the PMs and traders
• Building applications/taking over application library
• Back-testing and updating pricing models/libraries
• Strategy implementation

• 1+ years of experience
• Strong coding skills
• Proficient in Python
• Ability to communicate and collaborate with PMs, traders, and other teams across the business

• Options or Vol experience
• Recent experience with front-end development
• JavaScript/React is a nice to have
• Previous experience in the financial industry

If you or anyone in your network may be interested, please apply directly through the link below.