Junior Quantitative Researcher (Ph.D.)

About the role

Develop and improve pricing models for single-asset derivatives and equity volatility products, evaluating calibration accuracy and Greeks stability and proposing more robust model approaches. Build Python research infrastructure, analyze market data and microstructure, and collaborate with traders to generate options research ideas and develop tools. A master's or Ph.D. in a quantitative discipline is required, with an anticipated graduation date of Summer 2027, along with proficiency in Python and C++. Candidates must have expertise in derivatives and volatility modeling and equity and index derivatives, as well as strong communication, organization, teamwork, and problem-solving skills.