Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008.  Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are looking for a desk quant to work in the quantitative research department on implementation and deployment of a state-of-the-art cross asset pricing and risk system. The system’s core is written in C++ with lighter front ends in Python and Excel.

Responsibilities:

• Implementation and deployment of real-time and batch production jobs for calibration, pricing and risk.
• Extracting market and position data from internal and external sources to be used for calibration, pricing and risk purposes.
• Tracking down pricing mismatches and their causes.
• Assisting users in trading and risk management with use of models and ad-hoc pricing requests. 
• Close collaboration with stakeholders in trading and risk management and other quants on model use and development.

Qualifications:

• Bachelor or higher in STEM.
• Good knowledge of market and trade data and how to source and reconcile it.  
• Knowledge of mathematical models and numerical methods for derivatives pricing.
• Working knowledge of Python and Excel and some C++.
• Experience working in both Windows and Linux.
• Experience with GitHub and VS Code is a plus.
• Hands-on and collaborative attitude.