Quantitative Analyst (Options)

The Team

We are seeking a Quantitative Analyst to join our Trading Team. The team is responsible for market making and proprietary trading across options, structured products, and delta one products.

The Role

Front-office quant role dedicated to the options trading desk. Drive quantitative projects to enhance pricing models, risk management, trading strategies, and booking/settlement workflows. Act as the quantitative backbone for traders, ensuring accurate volatility fitting and robust backtesting, while providing technical guidance to developers.

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...