full-time
Quantitative Analyst
Sartre Group
- Employer
- Sartre Group
- Location
- New York
- Working pattern
- on-site
- Salary
- $150,000–$200,000 / year
About the role
Lead the design and construction of an equity derivatives library and risk pricing infrastructure for a new US market making desk. Develop advanced tools for volatility fitting and dividend marking while collaborating with global technology teams. Requires a Master's degree in Mathematics, Computer Science, Engineering, or a related field. Candidates must have market making experience, in-depth knowledge of equity derivatives, and strong proficiency in Python and SQL.