Friday, March 5, 2010

Chicago Equity Options Volatility Quant 5-10 yrs exp.

Chicago Area (Preferred) Equity options QUANT, Ideally 4-10 years of EXPERIENCE, pay 130-200K base & PNL BONUS.Email resumes to QuantRec or fax 206.202.7703. You CAN send voice mail

Email resume if qualified or call 206.202.7703, can get back with any questions you may have. Looking to hire THIS month or NEXT, so it is NOT a long process thankfully.
Candidate invites of all types welcome. Send to email listed, and there may be positions for you in the near future, broaden and expand your contacts!
If qualified, email resume to QuantRec Candidates meeting the description below will be contacted PROMPTLY.

Please BE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.

Also if you have somebody appropriate to refer, finder's fees are possible.

Looking for experienced Quant who REALLY KNOWS Equity Options.

Ideally 4-10 years of experience, pay 130-200K base. +BONUS(first year bonus is likely to be conservative, but this person will be second person in a two man team so bonus potential year 2 on WILL BE HIGH.

Quant must KNOW MOST, if not all, of the FOLLOWING...

1. Volatility Modeling (aka, Volatility Fitting)

2. Volatility forecasting

3. Pricing models - FOR equity options.

4. Must be able to implement work in an OO language, preferably C++, but Java and C# ok too.

5. Phd PREFERRED, but Master's OK - would rather a stats or computational math background. Stochastic math for pricing is also a PLUS.

6. Not required, BUT knowledge of QUOTING for equity options is HELPFUL. How to quote? (They will be doing one sided quoting.

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