Quantitative Researcher - Option

4+ years of experience in a quantitative researcher/analyst position, with proven experience in options pricing research and modeling

Hands-on experience with options pricing models (e.g., Black-Scholes, binomial trees, Monte Carlo, stochastic volatility models such as Heston/SABR)

Master degree or higher in mathematics/statistics or similar relevant area of study required

Proven track record of good academic achievement and great learning skills, love to solve challenging problems and work in a fast-paced environment

Familiar with at least one programming tool for analysis. Python is strongly preferred

Experience with hedge/mutual fund, trading house, brokerage or investment banks is advantageous

Familiar with trading data processing, price prediction etc is advantageous

Experience with Machine Learning algorithms is advantageous

Understanding of DEX trading is advantageous

Fluency in English is required to be able to coordinate with overseas partners and stakeholders. Additional languages would be an advantage