🛠 Tech Stack

💼 About This Role

You'll develop options pricing and risk models and research volatility alphas for a leading quantitative trading firm. Your work will directly improve real-time volatility valuation and optimize trading strategies.

🎯 What You'll Do

• Developing options pricing and risk models
• Improving real-time volatility valuation and fitting
• Researching short to mid frequency volatility alphas
• Collaborating with traders and researchers to optimize strategies

📋 Requirements

• 3+ years experience in quantitative research focusing on options pricing
• Expertise in volatility surfaces and risk management
• Proficiency in Python and/or C++
• Experience with large multi-faceted datasets

✨ Nice to Have

• Experience mentoring junior traders or researchers
• Knowledge of numerical pricing for American options
• Track record of implementing and executing trading signals

🎁 Benefits & Perks

• 🏖️ Generous PTO
• 🍳 Free breakfast, lunch, and snacks daily
• 🏋️ Wellness reimbursement for gym and personal training
• 🏢 Hybrid working opportunities
• 📚 Continuous learning workshops