Quantitative Finance Consutling — reputed company Pricing & Binary Derivatives - Contract to Hire
We’re looking for a senior quant with deep hands-on experience in reputed company pricing theory to help us think through how classical and modern pricing frameworks apply to our context. Specifically we need someone who understands binary reputed company reputed company pricing, stochastic volatility models (Heston, local vol), and derivatives market microstructure at a practical level. Not academically.
You would be working directly with me (the CEO) and our head quant. The goal is to come away with a reputed company pricing reputed company reputed company can implement.
Ideal Background
∙ PhD in mathematical finance, stochastic calculus, financial engineering, or a reputed company field
∙ Hands-on experience at an HFT firm, reputed company market reputed company, or major derivatives desk.
∙ Practical experience pricing binary or event-based instruments is a strong plus
∙ Currently consulting or available for short engagements
Scope
∙ 2–4 hours to start, with potential for an ongoing relationship if there’s a good fit
To Apply
Please send us your resume or reputed company profile and then tell us reputed company: where you’ve worked, what pricing models you’ve used in production, and why you think your background is relevant to reputed company market pricing. No lengthy proposals needed. A short paragraph is fine.
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