Front-Office Derivatives Quant: Quantitative Trader

A leading financial services firm is seeking a researcher to develop and implement derivative pricing models using stochastic calculus. The role involves creating algorithmic trading strategies and optimizing portfolios while collaborating closely with traders. Candidates should have a Ph.D. in Mathematics or related fields, strong Python proficiency, and a solid understanding of stochastic calculus. This position offers a competitive salary range based on experience and a collaborative research environment. #J-18808-Ljbffr