FID, Front Office Derivatives Quant

Job description

The Fixed Income Division is comprised of Interest Rates and Currency Products, Credit Products, and Distribution. Professionals in the Division assess and actively manages risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professionals trade in both physical and derivative commodity risk. We are a front-office quantitative trading team focused on pricing, risk management, and trading of derivatives. Our work sits at the intersection of stochastic analysis, optimization, and real time algorithmic trading. This role is for a researcher who enjoys developing mathematical ideas into working production models. What You’ll Work On: Develop and refine derivative pricing models using stochastic calculus and probability theory, with a focus on how the hedging works Design and implement algorithmic trading strategies that coordinate derivatives and their underlying instruments across short time horizons (days to weeks) Apply stochastic optimal control to dynamic portfolio optimization and risk...