Opportunities

Derivatives Desk Quant / Strategist

Written by Anton Murray Consulting Consulting on .

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Location: sydney

Salary description: AUD $150-220k

  • $150-200k AUD Equivalent
  • Permanent
  • 3 to 7 years of experience

Our client is a leading trading firm seeking an experienced Derivatives Desk Quant/ Strategist

The ideal candidate will have a Masters or PhD in a quantitative discipline and have 3+ years’ experience working in derivatives, preferably options market making.

Responsibilities:

  • Use your knowledge of pricing, risk and volatility models, and data analysis along with strong programming skills to improve current strategies and models and develop new ones
  • Take an idea from inception, through to detail research, coding and testing and ultimately to production release
  • Work independently yet closely with traders and IT staff

Qualifications/ experience required:

  • Masters or PhD in a quantitative discipline
  • 3+ years’ experience working in derivatives, preferably options market making
  • Strong background in researching and coding volatility, options pricing, and risk models
  • Very strong skills in production software design in an OO programming language (prefer C++), with understanding of software development workflows required
  • Experience in a statistical language (prefer Python)
  • Knowledge in analysing (back-testing) tick data files
  • Machine learning experience preferred
  • Experience working directly with traders

 

Contact Us in Sydney

LEVEL 26, 1 BLIGH STREET
SYDNEY NSW 2000

Phone:+61 2 8246 8900

Hiring Staff: hire@antonmurray.com

Seeking Work: apply@antonmurray.com

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