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About the role
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.
Deep understanding of option pricing models (Black-Scholes, local vol, stochastic vol), Greeks, volatility surfaces, and common trading strategies.
Self-starter who drives projects independently. Strong communication skills to bridge traders and developers. Acute attention to detail and rigorous approach to data validation.
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