Description

Tudor Investment Corp. seeks a Quantitative Trader in New York, NY to price & trade equity deriv.s (single-stock & index). Research & devlp signals for systematic volatility trading, inc. building historical back-testing simul. tools to anal. stat. metrics of current or proposed trading strat. May work remotely 1 day/week w/in normal commuting distance of New York, NY. Req.s: Master’s degree in comput. finan. or closely rel. quant. field w/coursework &/or research in time series anal. & simul. methods for options pricing. Must show high proficiency in stochastic volatility & Monte-Carlo simul., know. of markets, finan., volatility, options, math, logic & coding, & Python skills. Acad. exp. must involve hands on work w/real world datasets. Req. know. of & exp. w/deriv.s/volatility models (theory & practical implications) & market facing exp. on options trading desk, inc. market making, market structure & p.folio risk mngmnt. Salary: $160,000 - $250,000/yr. Resumes to careers@tudor.com & reference job title & Req# 6132. #LI-DNI