Quantitative Researcher - Option
Tasks
- Analyze options market microstructure
- Build options valuation models
- Calculate Greeks
- Collaborate with development team
- Conduct volatility arbitrage research
- Design backtesting for options
- Develop options pricing strategies
- Implement models into trading platform
- Model volatility surface
- Perform risk management
- Price exotic options
- Research implied volatility dynamics
- Support new product ideation
- Tune model parameters
Perks/Benefits
Skills/Tech-stack
Backtesting | Binomial trees | Black-Scholes | DEX Trading | Data Processing | Exotic options | Greeks calculation | Heston model | Implied volatility | Machine Learning | Market Microstructure | Monte Carlo | Options Pricing | Price Prediction | Python | Risk Management | SABR model | Stochastic Volatility | Stochastic volatility models | Surface modeling | Volatility Arbitrage | Volatility models | Volatility surface | Volatility surface modeling
Education
Roles
Analyst | Quantitative Analyst | Quantitative Researcher | Researcher
Regions
Countries
States
Cities
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