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