Senior Quantitative Analyst - Volatility and Interest Rate Options

Responsibilities will be:
* Statistical modeling and analysis of interest rates data
* Volatility modeling & alpha research using options
* Research and trading risk of a large book of capital
* Quantitative Research on alpha ideas and strategies related to interest rate options and Relative Value trade ideas
* Medium frequency arbitrage and global options trading
* Risk management, and portfolio construction

The ideal candidate should possess:
* 4+ years of experience working with interest rates options
* Quantitative skills including volatility modeling, big data analysis, and strategy development
* Masters degree in a computational field
* Strong programming skills in Matlab, R, etc
* Excellent communication and interpersonal skills