Job Responsibilities

📍Model Implementation & Volatility Fitting: Improve volatility surface construction. Research and implement stochastic volatility models for accurate pricing and risk. 📍Strategy Backtesting & Development: Partner with traders to prototype and backtest new strategies. Analyze historical data to identify patterns and inefficiencies. 📍Project Management: Own quantitative projects end-to-end—from Python research and prototyping to productionization with developers (C++). 📍Tool Development: Build trade analysis tools, scenario simulators, and real-time risk dashboards. 📍Collaboration: Bridge the gap between traders and developers. Translate trader needs into technical specs and ensure timely delivery. 📍Post-Trade Analysis: Perform deep-dive P&L and Greek exposure analysis. Explain performance and suggest improvements.

Job Requirements

📍Master’s or PhD in a quantitative field (Mathematics, Physics, Financial Engineering, Computer Science) from a top-tier university. 📍Proven quant experience, preferably in an options market-making or derivatives prop trading firm. 📍Track record working with options theory and volatility trading. Python is a must; Expert in data analysis, statistical modeling, and prototyping. 📍C++ is a strong plus; Experience with low-latency production code or close collaboration with C++ developers. 📍Familiarity with Git and collaborative coding.

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