Quantitative Researcher - Pricing Model
Tasks
- Analyze Greeks
- Backtest pricing models
- Benchmark pricing models
- Calibrate volatility surfaces
- Develop novel mathematical models
- Evaluate liquidity exposure
- Evaluate pricing models
- Identify model edge cases and failure points
- Maintain implied volatility models
- Research and implement technical papers
- Run risk and stress testing
- Stress test model assumptions
- Validate pricing models end to end
Perks/Benefits
Skills/Tech-stack
Backtesting | C++ | Derivatives pricing | Implied volatility | Model Validation | NumPy | Pandas | Python | Risk Management | SciPy | Stress Testing | Volatility Surface Calibration | Volatility modeling | Volatility surface
Education
Roles
Analyst | Quantitative Analyst | Quantitative Researcher | Researcher
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