Quantitative Researcher (Experienced - Ph.D.)

About the role

Develop and improve pricing models for single-asset derivatives and equity volatility products, assess model calibration and Greeks stability, and build options research tools and libraries in Python. Analyze market data and microstructure, generate trading research ideas, and collaborate with traders to develop tools and identify market patterns. A master's or Ph.D. in a quantitative discipline is required, along with strong derivatives and volatility modeling expertise and knowledge of equity and index derivatives. Python and C++ programming skills are required, as are strong communication, collaboration, organization, and problem-solving abilities in a fast-paced environment.