Quantitative Researcher - Option

Tasks

• Analyze implied volatility behavior
• Analyze trading data and signals
• Assess trading strategies
• Calculate Greeks
• Collaborate with software engineers for implementation
• Deploy models to production
• Develop options pricing models
• Evaluate new methodologies
• Evaluate options market microstructure
• Implement risk management models
• Improve pricing accuracy
• Improve trading performance
• Optimize model parameters
• Refine financial product models
• Research volatility arbitrage
• Research volatility modeling

Perks/Benefits

• Autonomy
• Career development
• Collaborative culture
• Continuous learning
• Flexibility
• Fully remote

Skills/Tech-stack

Binomial Model | Black-Scholes | Data Processing | Financial markets | Greeks | Heston | Machine Learning | Monte Carlo | Monte Carlo Simulation | Options Pricing | Price Forecasting | Python | Risk Management | SABR | Stochastic Volatility | Stochastic volatility models | Volatility modeling | Volatility models