Options/Vol Quantitative Developer

Company: Selby Jennings
Location: Miami
Posted on: February 1, 2025

Job Description:

Location: Miami, FL/New York, New YorkSummary: A top multi-strategy hedge fund is currently hiring for one of their top systematic volatility PM teams. They are looking to hire a cross-functional quant developer who will work very closely with the portfolio manager and traders. This is a dynamic role where you will wear multiple hats and be a crucial contributor to the team across research, development, and trading. Initial responsibilities will revolve around ad hoc development tasks to support an active, cross-asset vol trading desk.Key Responsibilities:

• Directly support the PMs and traders
• Building applications/taking over application library
• Back-testing and updating pricing models/libraries
• Strategy implementationJob Requirements:
  • 1+ years of experience
  • Strong coding skills
  • Proficient in Python
  • Ability to communicate and collaborate with PMs, traders, and other teams across the businessPreferred Skills:
    • Options or Vol experience
    • Recent experience with front-end development
    • JavaScript/React is a nice to have
    • Previous experience in the financial industryIf you or anyone in your network may be interested, please apply directly through the link below.
      #J-18808-Ljbffr

Keywords: Selby Jennings, Kendall West , Options/Vol Quantitative Developer, IT / Software / Systems , Miami, Florida