Quantitative Researcher - Pricing Model
Tasks
- Assess liquidity risk
- Benchmark pricing models
- Calibrate volatility pricing
- Develop pricing models
- Evaluate greeks exposure
- Implement research from academic papers
- Maintain implied volatility surfaces
- Model funding rate models
- Model skew smile dynamics
- Perform end-to-end model validation
- Prototype mathematical models
- Run backtesting and stress testing
- Stress test model assumptions
- Validate pricing models
Perks/Benefits
Skills/Tech-stack
Backtesting | C++ | Delta | Derivatives pricing | Gamma | Greeks | Implied volatility | Liquidity Risk | Model Governance | Model Validation | NumPy | Options Pricing | Pandas | Python | Risk Management | SciPy | Stress Testing | Vega | Volatility Calibration | Volatility surface
Education
Roles
Analyst | Quantitative Analyst | Quantitative Researcher | Researcher
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