What are the responsibilities and job description for the Quantitative Analyst - Volatility Pricing position at Aurum Search Limited?
Join a premier Global Multi-Strategy Hedge Fund as a member of a recently established Quantitative Pricing team.
This is a "greenfield" opportunity to architect and build next-generation pricing and risk systems from the ground up, directly supporting their expanding Volatility desks.
You will bridge the gap between high-level mathematical modelling and high-performance production engineering.
Responsibilities:
- Review and evaluate the existing pricing models
- Develop alternative benchmark models to assess risk
- Work closely with developers to design and implement the new production pricing framework
Requirements:
- Experience with building derivative valuation models
- Excellent Python coding skills
- Experience with C fundamentals