🛠 Tech Stack

💼 About This Role

You'll join the options trading desk as a front-office quant, enhancing pricing models and risk management. Your core impact is driving quantitative projects to improve volatility fitting and trading strategies, while providing technical guidance to developers.

🎯 What You'll Do

• Improve volatility surface construction and implement stochastic volatility models.
• Prototype and backtest new trading strategies with traders.
• Own quantitative projects from Python research to productionization in C++.
• Build trade analysis tools, scenario simulators, and real-time risk dashboards.

📋 Requirements

• Master’s or PhD in a quantitative field (Math, Physics, Financial Engineering, CS).
• Proven experience as a quant in options market-making or derivatives prop trading.
• Expert in Python for data analysis, statistical modeling, and prototyping.
• Deep understanding of option pricing models (Black-Scholes, local vol, stochastic vol) and Greeks.

✨ Nice to Have

• Experience with C++ and low-latency production code.
• Familiarity with Git and collaborative coding.
• Strong communication skills to bridge traders and developers.