full-time
Quantitative Researcher (Experienced - Ph.D.)
Old Mission
- Employer
- Old Mission
- Location
- Chicago
- Working pattern
- on-site
- Salary
- $175,000–$250,000 / year
About the role
Develop, evaluate, and improve pricing models for single-asset derivatives and equity volatility products, including variance swaps, volatility swaps, and VIX options. Build options research tools and infrastructure, analyze market data and microstructure, and collaborate with traders to generate and investigate trading ideas. A master's degree or Ph.D. in a quantitative discipline is required, along with strong derivatives and volatility modeling expertise 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.