full-time
Quantitative Researcher
PortalPlayer, Inc.
- Employer
- PortalPlayer, Inc.
- Location
- Chicago
- Working pattern
- on-site
- Salary
- $175,000–$225,000 / year
About the role
Develop and validate quantitative research to improve the quality, volume, and profitability of equity options market-making. Analyze pricing, volatility, hedging, and portfolio risk models, then collaborate with traders and quantitative developers to implement successful research in trading systems and decisions. Candidates should have professional experience in quantitative research, trading, or risk modeling involving equity options, along with expertise in volatility modeling, option pricing, portfolio risk, and market-making dynamics. A bachelor's or advanced degree in a scientific field and proficiency in Python, SQL, or comparable quantitative research tools are sought, alongside strong analytical judgment and research ability.