Quantitative analyst. The position is immediate and fulltime. There is some flexibility in base 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 • Parabolic Time Decay • Skew Fitting • Index Model 1) The candidate should have already implemented a finite difference method for pricing American options with discrete dividends for a trading desk 2) The candidate should have already implemented methodology to fit live skew for listed equity option markets for a trading desk 3) The candidate should be familiar with the literature for both subjects, and their spoken and written English should be as strong as a native English speaker if English is not their first language. Process will be a 2 hour onsite interview after a successful phone interview. send resumes to sandeep@infotronixsystems.com

To apply: send resumes to sandeep@infotronixsystems.com