Quantitative Researcher - Option

Tasks

• Analyze options market microstructure
• Analyze trading data and signals
• Assess risk for trading strategies
• Collaborate with engineering to deploy models
• Develop options pricing models
• Evaluate new quantitative methodologies
• Identify volatility arbitrage opportunities
• Implement risk management strategies
• Improve pricing accuracy and trading performance
• Optimize model parameters
• Research implied volatility behavior

Perks/Benefits

• Autonomy
• Career development
• Continuous learning
• Fully remote

Skills/Tech-stack

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