full-time
Quantitative Researcher Internship
Marex
- Employer
- Marex
- Location
- Paris
- Working pattern
- on-site
About the role
Analyze and improve volatility surface fits and options quoting performance, using data to recommend changes that make markets more competitive. Support monitoring of the live automated trading system, build repeatable research tools, and present findings to the desk. Applicants should be pursuing a master's degree in a quantitative field and have strong Python skills, including pandas and NumPy, alongside foundations in probability, statistics, and numerical methods. They should understand options pricing, Greeks, implied volatility, and volatility surfaces; prior trading, research, or quantitative internship experience is a plus.