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Quantitative AnalystItx Systems - Chicago, ILQuantitative analyst. The position is immediate and fulltime. There is salary with a performance bonus as well as standard benefits. If applying for this role, please ensure you have direct experience in writing pricing models (American options with discrete dividends) along with volatility smile fitting methods. There will be no training available for this position. This is a senior level quantitative analyst position. The eligible candidates must meet all the requirements. Model will be based off of either Penalty Method or Exponential Fitted Method (both of which do not exhibit the issues which exist in Crank-Nicolson). Detailed documentation must be generated and reviewed as the project proceeds. Model Implementation: Penalty or Exponential Fitted (dividend) Model Validation Methods... See job listing >30+ days ago from ITJobCafe - Save - Block - Flag - More Tools...
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Itx Systems
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Address:
1169 Pittsford Victor Rd
Pittsford, NY 14534
Phone: 585-899-4800
http://www.itx.net - Line of Business: Technology Consulting
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Key Numbers:
Company Type Private Company Revenue Less than $5M Company Size 10 - 100 employees
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