full-time
Quantitative Researcher (Ph.D.) - 2027 Graduate Program - (August Start)
Old Mission
- Employer
- Old Mission
- Location
- Chicago
- Working pattern
- on-site
- Salary
- $175,000–$250,000 / year
About the role
Develop and improve options and volatility-derivative pricing models, evaluate calibration accuracy and Greeks stability, and build options research tools and libraries in Python. Analyze market data and microstructure to generate trading ideas, collaborating closely with traders and the options research team. A master's or Ph.D. in a quantitative discipline is required, along with strong derivatives and volatility modeling knowledge and extensive familiarity with equity and index derivatives. Proficiency in Python and C++ is required, as are strong communication, collaboration, organization, and problem-solving skills in a fast-paced environment.