Dynamics Associates is currently working with a global investment management firm. This firm is looking to expand their Operations & Middle Office team by bringing on an Equity Derivatives Valuation Specialist. The ideal candidate will be responsible for building out the firm’s internal system infrastructure focusing on the pricing and valuation of equity volatility products. This individual will also be responsible for maintaining, monitoring and establishing new procedures and controls as well as, support the end of day pricing of the products that are being valued.
3-7 years of experience with a bachelor’s degree.
Knowledge of VBA or related programming languages (SQL, MATLAB, R, Python, etc.)
Knowledge of Equity Options pricing models and standard volatility configurations.
Experience in analyzing and reporting on volatility P&L.
Must have the ability to prioritize in a fast moving, high pressure environment that is consistently changing.