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Equity Derivatives Strategist - Hedge Fund Team Expansion
?? Responsibilites: Develop and enhance analytic models for volatility surface dynamics Collaborate closely with other Researchers, Traders, and Portfolio Managers Maintain analytics frameworks for equity derivative products Support the entirety of the voatility surface fitting process Requirements: 5-10+ years of sell-side quantitative strategist experience (equity derivatives experience preferred) The ideal candidate will have extensive graduate training in a technical field - mathematics, physics, statistics, operations research, or related disciplines Currently has, or is in the process of obtaining a PhD in a technical field Experience supporting, and working closely with Traders


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