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Sitting alongside the Trading and Technology team, this indivdual will work on complex Equity Derivative models across vanilla and exotic products. There will be exposure to strategy research, QIS, execution, and implementation of new pricing models on the Trading desk. This is a lean team looking for someone to wear multiple hats who has a strong interest in cutting edge Technology.
Job responsibilities include:
Develop and implement models to compute overhedges for options
Pricing library model maintenance, development, and implementation
Develop and implement a tool for hedging derivatives
Implement new pricers and maintaining existing ones for exotic trades
Job requirements include:
MS/PhD in STEM subject, Mathematics or Physics preferred
Strong C++ skills
Academic or professional research experience
Equity derivative modeling and options pricing experience