Please BE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.
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Looking for experienced Quant who REALLY KNOWS Equity Options.

Ideally 2-5 years of experience, pay 130-150K base. +BONUS(first year bonus is likely to be conservative, but this person will be second person in a two man team so bonus potential year 2 on WILL BE HIGH.

Quant must KNOW MOST, if not all, of the FOLLOWING...

1. Volatility Modeling (aka, Volatility Fitting)

2. Volatility forecasting

3. Pricing models - FOR equity options.

4. Must be able to implement work in an OO language, preferably C++, but Java and C# ok too.

5. Phd PREFERRED, but Master's OK - would rather a stats or computational math background. Stochastic math for pricing is also a PLUS.

6. Not required, BUT knowledge of QUOTING for equity options is HELPFUL. How to quote? (They will be doing one sided quoting.

You may also fax your resume to 206-202-7703 or leave a message if you think you're qualified and have some questions...