Job Title : Volatility Screening & Backtesting Tool Developer
Location : New York, NY (Hybrid 2 / 3 days onsite)
Duration : 5 months
Contract Type : W2 only
Pay Rate : $58.62 / Hour
Position Overview :
We are seeking a highly motivated and technically proficient candidate to join our Equity Derivatives team at client’s Capital Markets team in New York.
This role is in a fast-paced, dynamic environment, aimed at supporting the development of a sophisticated volatility screening tool.
The tool will focus on skew, term structure, and convexity, and include a backtesting capability to assess derivatives payoffs / strategies performance over time.
As part of this role, you will work closely with the Managing Director, leveraging your technical expertise in programming and data analysis to build and optimize the tools necessary for trading and risk management in equity derivatives.
Key Responsibilities :
- Develop a volatility screening tool focused on skew, term structure, and convexity in equity derivatives markets.
- Build and implement a backtesting framework for the analysis of historical data and trading strategy performance.
- Collaborate with the Equity Derivatives team to ensure the tools align with trading and risk management requirements.
- Perform data analysis, modeling, and visualization to support tool development and performance evaluation.
- Continuously refine and enhance the tools based on feedback and new market insights.
- Ensure the scalability and efficiency of the tools for use in a real-time, dynamic trading environment.
Must Have Requirements :
- 2+ years - Strong expertise in programming languages such as Python, C++, or Java, with a focus on data analysis, modeling, and tool development.
- 2+ years - Experience ability to work with large datasets.
- Strong problem-solving skills and an ability to work efficiently in a high-pressure, fast-paced environment.
- Excellent communication skills and the ability to collaborate with both technical and non-technical stakeholders
Nice to have Requirements :
- Experience with quantitative finance or prior work in derivatives trading or risk management.
- Knowledge of volatility modeling and experience with derivatives pricing and risk metrics.
- Familiarity with database management and real-time data processing.
- Experience with back testing frameworks and the
- Previous banking experience
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