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Job Description –
Quantitative Researcher
Candidate
will research and analyze financial information to develop pricing models
for options, futures, and equities.
Required Skills
- M.A in econometrics
- 3+ years hedge fund experience as a quant
researcher or quant analyst
- 3+ years experience developing production grade
software in C++ or Java
- 3+ years experience constructing quantitative
models of random processes and developing pricing models for
derivative securities including options.
- Experience developing algorithms for pricing and
portfolio optimization using R or S-plus
- Working knowledge of interest rate theory and interest
rate products
If you'd like to apply, please submit your resume to Walleye Software LLC, attn: HR, 73
Spring Street, Suite
605, New York,
NY 10012
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