Tech Stack

Description

You will formulate and implement mathematical and simulation models for trading strategies, focusing on volatility and options. You'll analyze large datasets, develop automated trading systems in KDB/Q and C++, and collaborate on research projects to enhance investment strategies. This role involves managing live trading and contributing to risk management decisions.

Requirements

• Master's degree in STEM field
• 3+ years as a Quantitative Researcher for investment/asset management
• Experience developing option trading strategies, volatility forecasting, and alpha mining
• Proficiency in C++ and KDB/Q programming
• Knowledge of Black-Scholes and option pricing methodologies

Responsibilities

• Formulate mathematical and simulation models for trading strategies
• Utilize statistical techniques and machine learning to enhance options-based strategies
• Perform validation and testing of trading simulations and applications
• Manage live trading automatons and monitor risk
• Lead research projects to develop new mathematical models and tools