🛠 Tech Stack

💼 About This Role

You'll develop pricing models and trading strategies for an options desk in a hybrid setup in Singapore. Your work directly improves risk management and drives trading performance.

🎯 What You'll Do

• Improve volatility surface construction and stochastic volatility models.
• Partner with traders to prototype and backtest new strategies.
• Own quantitative projects from Python research to production.
• Build trade analysis tools and real-time risk dashboards.

📋 Requirements

• Master's or PhD in a quantitative field from a top-tier university.
• Proven quant experience in options market-making or derivatives prop trading.
• Deep understanding of option pricing models (Black-Scholes, local vol, stochastic vol).
• Python expertise with data analysis and statistical modeling.

✨ Nice to Have

• C++ experience for low-latency production code.
• Familiarity with Git and collaborative coding.