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Cantor Fitzgerald

Senior Quant Analyst

Posted One Month Ago
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In-Office or Remote
2 Locations
Senior level
In-Office or Remote
2 Locations
Senior level
Monitor, maintain, calibrate, and develop pricing models for financial derivatives and illiquid assets. Investigate model deviations against market observations, support asset valuation, source and compare market data, and prepare pricing documentation for regional handovers. The role requires experience with real-time event-driven environments, Bloomberg or Reuters terminals, data access through Excel or APIs, and intermediate proficiency in Python, Java, or C++.
The summary above was generated by AI

Key Responsibilities 

• Monitor, maintain and calibrate pricing models 

• Investigate and resolve deviations model variations from market observations 

• Assist with the valuation of esoteric / illiquid assets 

• Prepare documentation to support the pricing evaluation process and enable hand-over between regions • Development of pricing models within an application development framework

Responsibilities

Skills / Experience 

• Essential 

o Proven background in maintaining accurate pricing of financial derivatives

 o Proven background in pricing at least one asset class 

o Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations 

o Experience in working within real-time event driven environments (as opposed to daily snapshots) 

o Experience of regular use of terminals such as BBG and Reuters including:   ▪ Data access via excel/APIs 

                                                                                                                            ▪ Front-end usage o Technical experience of working with data and building data comparisons 

o Essential Languages:  Python, Java or C++ (Intermediate level on at least one) 

• Desirable

 o Background with multiple asset classes is an advantage 

o Previous exposure to:   ▪ Pricing models 

                                         ▪ Electronic Trading Systems & Execution Platforms

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