Quantitative Researcher - Option

Tasks

• Analyze trading data and market behavior
• Assess risk for new financial products
• Build pricing frameworks for complex derivatives
• Calculate Greeks
• Collaborate on model implementation into trading platforms
• Design options valuation models
• Develop options pricing research solutions
• Evaluate new methodologies and technologies
• Identify volatility arbitrage opportunities
• Implement risk management models
• Implement trading strategies
• Improve pricing accuracy and trading performance
• Model volatility surface
• Optimize model parameters
• Refine trading strategies
• Research implied volatility behavior
• Study options market microstructure

Perks/Benefits

• Autonomy
• Career development
• Collaborative culture
• Continuous learning
• Flexible work arrangement
• Fully remote

Skills/Tech-stack

Algorithmic trading | Binomial Model | Black-Scholes | Data Analysis | Data Processing | Financial markets | Greeks | Heston model | Machine Learning | Monte Carlo | Monte Carlo Simulation | Options Pricing | Python | Risk Management | SABR model | Stochastic Volatility | Surface modeling | Trading Data Processing | Trading data | Volatility modeling | Volatility surface | Volatility surface modeling