Job #: 2424
Title: Quant Developer
Provide support for the Market Data analytics solution in place – Volatility Fitter, Forward fitter.
Troubleshoot issues related to volatility calibration/fit as part of intra-day trading, totem submission and smile time series generation.
Identify, troubleshoot and respond to emergency situations impacting live trading along with the EQD IT team.
Business Solution Evolution
Support the evolution of the EQD Market data analytics from the quantitative technology
Work directly with EQD Quant/EQD Tech to
Integrate and validate vendor analytics libraries within the market data framework.
Implement and validate Mizuho analytics libraries
Work with EQD quant, Model validation team and Risk analytics to support the implementation of new models within the EQD IT landscape.
Maintain and support the evolution (design/build/test) of the volatility Management Application (UI + underlying datamodel)
Define test cases and scenarios for quality assurance and execute test plans
Create and maintain a knowledge base, support scripts, documentation and procedures related to the Market data management application.
Assist in the model validation /model monitoring automation initiatives.
Advanced degree in science, engineering, computing, quantitative finance or a related experience.
2-5+ years of experience developing solutions and supporting a Derivatives line of business (EQD, IRD, FXO), preferable EQD
Good understanding of derivatives dynamic behavior, Greeks.
Working knowledge in derivatives analytics allowing to engage with traders and quants.
Strong programing Skills – Java/Python/C++/Angular/SQL
Experience working on a trading floor supporting mission critical applications
Ability to multitask several ongoing issues. This involves the ability to assess priority and make appropriate decisions quickly and effectively.
Strong written and verbal communication skills.
Strong analytical and problem-solving abilities with keen attention to detail.
Self-motivated and directed, with the ability to effectively prioritize and execute tasks in a high-pressure environment.