Java Engineer (Mid–Senior)
Коротко
Develops market data calibration and marking tools, focusing on volatility marking, and works with sales, trading, strats, and IT teams. · Needs: Bachelor or Master degree in a quantitative subject; working knowledge of equity derivatives; 2/3+ years in a front office environment; strong programming
Описание от работодателя
Primary Responsibilities
Market data calibration and marking tools / processes development
Main focus is volatility marking: imply vol from listed options prices, mark vol moves for events
Work closely with sales, trading, strats, IT and financial engineering teams to streamline pricing and booking
Skills required
Bachelor or Master degree in a quantitative subject such as Mathematics, Physics, Computer Science, Engineering.
Working knowledge of equity derivatives products is required
Working experience of 2/3+ years in a front office environment.
Strong programming skills (Java, C++) applied within the library of a front office tech or strats/quants.
Drive and desire to work in an intense team-oriented environment