Junior Modeling Quant

New York, NY
Research
Full Time
OptionMetrics is seeking a detail-oriented Junior Modeling Quant to join our team. You'll be assisting our Senior Quants on quantitative research projects. We're small, agile, casual (no suits – shoes optional), and passionate about our mission and the projects we create. Since we are self-funded and profitable (no VCs!), we can afford to take the long view, emphasizing quality over expediency in all we do. As a member of our development team, you will have true ownership over your projects from beginning to end, with an emphasis on accountability over micromanagement.

The Junior Modeling Quant Will:

    • Develop and maintain the firm's option pricing models
    • Support new product development and analytics
    • Work with Head Quant to understand and address client needs
    • Explore research ideas and conduct statistical data analysis

Skills You'll Need:

    • M.Sc. or advanced degree in Financial Engineering, Econometrics, Statistics, or other quantitative discipline
    • Passion for modeling and derivatives
    • Proficiency in programming (Python, C++, or Java)
    • Strong written and verbal communication skills and the ability to multitask

What We Offer:

    • A collaborative environment where everyone's input makes a difference
    • Paid time off: Vacation, Personal, Sick days, and Holidays
    • Pre-tax commuter benefits (NJT, MTA, etc.) and 401k plan offered
    • Full medical and dental insurance coverage
    • A bright, open office in Midtown Manhattan near Columbus Circle and steps from Central Park with a great view of Times Square
    • The usual drinks and snacks (and we're still small enough to celebrate everyone's birthday with cake!)
OptionMetrics began 20 years ago with the goal of becoming the world's most trusted provider of financial information and research derived from the option markets. Today, our data and analytics models are used by over 350 investment banks, hedge funds, asset management firms, and academic institutions worldwide.