Senior Options Quantitative Researcher

About the role

Develop options pricing and risk models, improve real-time volatility valuation and fitting, and research short- to mid-frequency volatility alphas. Collaborate with traders and quantitative researchers to optimize strategies, and mentor junior team members. Requires at least three years of quantitative research experience focused on options pricing, volatility surfaces, and risk management, along with experience researching predictive volatility alphas. Candidates should understand practical trading signal implementation, have expertise in numerical pricing for American options, be able to work with large datasets, and preferably have Python and/or C++ programming experience.