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 alternatives. Build options research tools and infrastructure in Python, analyze market data and microstructure, and collaborate with traders to generate and investigate trading ideas. A master's or Ph.D. in a quantitative discipline is required, with an anticipated graduation date of Summer 2027, along with proficiency in derivatives and volatility modeling and knowledge of equity and index derivatives. Python and C++ skills are required, as are strong communication, organization, teamwork, and the ability to perform in a fast-paced environment; experience with dividend swaps and futures is advantageous.