Quantitative Researcher - Option
Tasks
- Analyze trading data and quantitative signals
- Build volatility surface models
- Collaborate with engineers on production deployment
- Compute Greeks
- Develop options pricing models
- Develop trading strategies
- Evaluate new quantitative methodologies
- Implement risk management strategies
- Optimize model parameters
- Research implied volatility behavior
- Run Monte-Carlo simulations
Perks/Benefits
Skills/Tech-stack
Binomial models | Black-Scholes | Greeks | Heston model | Machine Learning | Monte Carlo | Monte Carlo Simulation | Options Pricing | Python | Risk Management | SABR model | Stochastic Volatility | Surface modeling | Volatility modeling | Volatility surface | Volatility surface modeling
Education
Master of Arts | Master of Engineering | Master of Science | PhD
Roles
Analyst | Quantitative Analyst | Quantitative Researcher | Researcher
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