full-time
Quantitative Researcher (Ph.D.) - 2027 Graduate Program - (August Start)
Ashby
- Employer
- Ashby
- Location
- Chicago
- Working pattern
- on-site
- Salary
- $175,000–$250,000 / year
About the role
Develop and improve pricing models, tools, and research infrastructure for single-asset derivatives and equity volatility products, including variance swaps and VIX options. Analyze options models, market data, and microstructure, and collaborate with traders to generate research ideas and identify trading opportunities. A master's or Ph.D. in a quantitative discipline is required, along with proficiency in derivatives and volatility modeling and extensive knowledge of equity and index derivatives. Python and C++ programming skills are required, as are strong communication, collaboration, organization, and problem-solving abilities.