Quantitative Researcher - Option

Tasks

• Analyze trading data and signals
• Calculate Greeks for options
• Collaborate with engineers for model implementation
• Conduct options market microstructure research
• Develop options pricing models
• Evaluate new methodologies and research approaches
• Implement risk management strategies
• Model volatility surfaces
• Optimize model parameters for production
• Research implied volatility behavior

Perks/Benefits

• Autonomy
• Career development
• Continuous learning opportunities
• Flexible work arrangements
• Fully remote work

Skills/Tech-stack

Algorithmic trading | Binomial models | Black-Scholes | Data Processing | Greeks | Heston model | Machine Learning | Monte Carlo | Monte Carlo Simulations | Options Pricing | Python | Risk Management | SABR model | Stochastic Volatility | Surface modeling | Trading Strategies | Volatility modeling | Volatility surface | Volatility surface modeling