Derivatives Quant Analyst: Volatility Modeling & Indexing
MerQube Inc
MerQube Inc in New York is seeking a Derivative Quant Analyst to join a growing team to model, backtest, and launch cutting-edge index strategies across exotic derivatives and options. You will develop implied volatility frameworks, pricing models, and production-ready indices while collaborating with clients and the Financial Engineering team, using Python and major data platforms like FactSet and Refinitiv. #J-18808-Ljbffr MerQube Inc
$130k - $180k
...cutting-edge technology for indexing and rules-based investing.... ...We are looking for our next Derivative Quant Analyst based in New York. You will... ...playing a crucial role in modeling, creating, backtesting, and... ...continuously improve implied volatility and pricing frameworks for...SuggestedWork experience placementWork at officeFlexible hours$100k - $150k
Analyst/Associate - Equity Derivatives Quant/Trader Group Overview: The Equity Derivatives team focuses... ...risk functions to design models, build tools, and manage risk... ...pricing models for equity and index options, including Greeks and volatility surface dynamics. Conduct...SuggestedFull timePart timeLocal area$100k - $140k
Equity Derivatives Risk Quant - Associate Level We are seeking a motivated and detail-oriented Equity... ...risk analytics, including VaR, volatility calibration, option pricing, scenario... ...collaboration with trading desks, risk managers, model development teams, and technology...SuggestedFull timeInternshipLocal area$155k - $285k
Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location... ...enthusiastic, talented team of quants who work side by side with... ...internal partners such as Index/PORT, BVAL, MARS, NEWS and... ...analysis, interest rate/volatility scenario analysis, per path...SuggestedTemporary workFor contractorsWork experience placement- ...and detail-oriented Trader/Quant Analyst with a strong background in... ...securities (or equity/FX/rates derivatives), relative value trading... ...historical pricing and valuation.Model and evaluate convertible... ...to credit, interest rates, volatility, and equity sensitivity.Build...Suggested
- ...Quantitative Trading & Research (QTR) Equity Derivatives team is looking for a junior quant to focus on exotic products. The... ...analytics, optimization and modeling for Equity Exotic trading, with... ...validation layers.Job SummaryAs an Analyst for the Equity Derivatives Exotics...Immediate start
- Fairygodboss is seeking an Associate for the Quantitative Research team in New York to specialize in Derivatives Risk Modeling and Analytics. You will develop and implement risk models and frameworks, conduct empirical research, and collaborate closely with senior team...
- ...integrating globally accessible quant trading infrastructure... ...portfolio manager and analysts in building out... ...for D1 and Equity Derivative products• Work closely... ...integration of vendor models and datasets• Document... ...equities options as well as volatility index. Experience in local...Local area
- A leading global financial services firm is seeking a Quant Model Risk Associate to assess and mitigate risks associated with complex financial models. You will review pricing models, implement benchmarks, and ensure compliance with regulatory standards. Ideal candidates...
- JPMorgan Chase & Co. in New York seeks a Quant Model Risk Associate to assess and mitigate risks of complex models used across wholesale loan loss forecasting, obligor grading and economic capital. You will collaborate with model developers and users to ensure governance...
- ...Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.As a Quant Model Risk Associate in the Model Risk Governance and Review team, you will be responsible for assessing and mitigating the risks...
$160k - $250k
...dynamic professional to join our Equity Volatility risk team. In this position, they will be... ...management framework for our equity derivatives portfolios in EMEA or New York, ensuring... ...tools and analyticsHelp build and enhance models and tools used to monitor risk and explain...- ...regulated US exchange, and we're hiring a Quant Risk Manager to anchor the risk function... ...role. You'll be designing the models, frameworks, and systems that protect the... ...launch perpetuals and traditional commodity derivatives into a live, fast-moving market.The US Exchange...Contract work
- Job SummaryThrough periods of volatility and uncertainty, market participants... ...fixed income securities and derivative instruments every day.As a Securities Valuation Analyst or Associate in our... ...developing and maintaining pricing models, and addressing client inquiries...
$70k - $100k
...Financial Group Inc. seeks a Risk Tech Analyst to join its NPE team in New York.... ...responsibilities include supporting Quants and Risk models, ensuring data quality, configuring Murex... .... The role requires a background in derivatives support with strong analytical abilities...Work at office$98.18k - $144.38k
...partnership and team connection, this role follows a four day in office work model in either our Chicago or NYC office.Role OverviewCboe’s Global Derivatives business is seeking a Senior Analyst, Pricing & Data Analytics, to support the growth and strategic development...Full timeWork at officeImmediate start- Senior Data Engineer - Derivatives Trading Analytics Job Req Id: 26956239 Location(s)... ...power tools for trade idea generation, volatility analysis, flow analysis, basket/index analytics and more. Partner closely with traders and quants to productionize data and analytical...
- ...BYNETSEfficient usage of Teradata DDL Statements - Derived Tables, Volatile Tables and Global Temporary... ...on Teradata Concepts - Primary Index, Partitioned Primary Index, Secondary... ...,Good understanding of Data Warehouse Modeling conceptsExperience in using the built...Temporary workWork experience placement
$150k - $200k
...including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-... ...Quantitative Trading. We are seeking a Quant Analyst for our Fundamental Long/Short Equity... .... Responsibilities Build analyses, models, and tools that inform investment and business...- Societe Generale seeks a Junior Quantitative Analyst to collaborate with FIC and EQD quants in the AMER region. This role builds long-term expertise... ...and involves working with senior quants on derivatives pricing, margin models, and model monitoring. You will support...
$60 - $62 per hour
...day-to-day activities in support of quant risk team. The Quantitative Risk... ...developing, analyzing, and back-testing models for clearing initiatives. Daily... ...preferred. Knowledge in advanced derivatives modeling and knowledge of volatility models preferred. Experience with...Contract workImmediate start- M&T Bank is seeking a quantitative modeler to develop statistical and machine learning models in a regulated environment. The role covers data prep, model development, testing, validation support, implementation, and monitoring using Python and SAS. The candidate will work...
$109.12k - $163.68k
...is looking for a Quantitative Analyst to join the Markets... ...deploying cutting-edge analytics, models, and tools for the Flow Equity Derivatives business across Index, Single Stock, and Convertible... ...Develop and maintain models for volatility surface construction, volatility...Full timeWork at officeImmediate startRemote work- Acxiom is seeking a Data Analyst to join our Data Sciences & Analytics Team, collaborating with partners to derive insights, define modeling requirements, and develop scalable data products for US and global businesses. You will apply statistical techniques, build models...Remote work
- Quant Blueprint LLC is seeking individuals to develop sophisticated investment models for financial analysis while applying quantitative techniques. Candidates will use machine learning on various datasets and work closely with engineers to test their theories. The role...
- PNC is seeking a Senior Quantitative Analytics & Model Consultant within Market Risk Management. The role focuses on developing VaR and PFE models, with exposure to IRRBB, and ensuring sound risk measurement and regulatory compliance. Based across multiple in-location hubs...
- ...challenging the status quo and striving to be best-in-class.As a Quant Model Risk Associate in the Model Risk Governance and Review team,... ...theory and quantitative models for pricing and hedging derivatives, including familiarity with stochastic calculus and risk-neutral...
$160k - $175k
...ManagementCompany: CitiCitigroup Global Markets Inc. seeks a Model/Analysis/Valid Sr Analyst for its New York, New York location.Duties: Provide... ...financial models used for the pricing of exotic interest rate derivatives. Collaborate and interface with Traders, Structurers,...Full timeRemote work- ...through development and business keenness.Job DescriptionRisk Analyst Quant Background8 monthsNYC, NYmust be local to attend Face to Face... ...scenario designNeed pure quantitative background, ability to create models and analyticsMust have degree in Mathematics and Quant,...Local areaWorldwide
$160k - $200k
...Advisors in New York is looking for a candidate with strong quantitative modeling and programming skills primarily in C++. The successful applicant will join a team dedicated to pricing equity derivatives and calibrating models. You will collaborate closely with equity...
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