p>Skills Required: This position requires experience with the following: pricing and managing an options portfolio, including executing trades and providing liquidity in equity derivatives markets; performing quantitative risk analysis and managing risk exposures in an options trading environment including the use of mathematical and statistical techniques including Stochastic Calculus, Binomial Tree models, Monte Carlo Simulations, Black-Scholes Model, Principal Component Analysis and Regression Analysis to assess and mitigate portfolio risk; designing, implementing, and backtesting option trading strategies including Dispersion, Skew, Correlation, Term Structure, and Volatility Arbitrage using historical data to evaluate performance and risk characteristics; engaging directly with institutional clients to discuss trade structures, market views, and risk management solutions in a commercial context; applying exchange rules, market structure knowledge, and electronic trading systems to execute and manage trades in equity derivatives markets; utilizing programming languages including Python to develop tools for risk analysis, pricing, and portfolio management; applying mathematical concepts, including stochastic calculus, probability theory, and statistical modeling to the pricing and risk management of equity derivatives; analyzing and interpreting market data, volatility surfaces, and liquidity conditions to inform trading decisions. QUALIFICATIONS:
Minimum education and experience required: Master''s Degree in Finance, Mathematics, Engineering, Computer Science, Economics, or related field of study plus 3 years of experience in the job offered or as US Flow Trader, Vol Relative Value & Dispersion Trader, Associate Exotics Derivatives Trader, or related occupation.