Ross, Jeffrey and Antle

Current Openings

Job title: Senior Financial Analyst- Trading, Operations & Risk Control

Job duties: Work in Darien, CT office. Be responsible for designing and improving equity and index option strategies; researching new and improving existing quantitative techniques, methods and financial models for option pricing, time series estimation and portfolio risk management; and maintaining and updating RJA’s main risk management system. Obtain indicative pricing of the trading portfolio from various pricing sources, such as Bloomberg, Markit, brokers, for rule-based/algorithmic strategies; compute the quantity and the economics of the required options, ETFs, and Treasury bills being traded. Build robust financial models using MATLAB and Visual Basic that feed into the trading and monitoring process; implement derivatives pricing and statistical analysis models. Analyze clients’ current multi-asset portfolios in Stata using statistical methods, including linear regression, rolling regression, stepwise regression, and regularized regression. Test for, identify and correct non-stationarity, autocorrelation, and noise in data. Design strategy payoff profiles that participate in upward equity market movements while providing protection in market downturns. Construct option portfolios to implement strategies in a cost-efficient manner using proprietary volatility forecast models and optimization programs; analyze the implied volatility surface and identify investment opportunities; compare the current level, skew and slope of implied volatility with historical periods and interpret market participants’ consensus view on recent geopolitical, economic and social events as implied by option prices. Test the optimized portfolio using bootstrap simulations, historical backtests, stress tests, and scenario analysis. Interpret the test results by analyzing tracking errors, Sharpe Ratio, Gain/Loss Ratio, maximum collateral requirements, etc.

Job requirements: Master’s degree in finance.

Resume to: Ross, Jeffrey & Antle LLC, 17 Old Kings Highway South, Darien, CT 06820, Attn: HR