Quantitative Analyst supporting trading and risk management for options in a market-making firm. Driving projects in pricing models, risk management, and trading strategies.
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++).
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.
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.
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.
Data Analytics Associate supporting insights and analysis for Baker Tilly's service lines. Collaborating with teams to develop business critical analysis and reporting for data driven decisions.
Data Analytics Senior Associate developing data models and dashboards for FP&A function. Collaborating across teams to enable data - driven decisions and insights.
Clinical Project Manager leading feasibility activities across pharmaceutical clinical trials. Ensuring adherence to regulations and collaborating with cross - functional teams for high - quality outcomes.
Data Analyst at NobleReach Foundation involved in analytics for venture performance and dashboard maintenance. Working with AI tools and supporting reporting for internal leadership in a civic leadership platform.
Head of Data Analytics leading a multi - disciplinary team to bridge data innovation and operational excellence at Haymarket. Strategic role focusing on data monetization and client insights.
Data Analyst at PRIMAGAS working on data analysis and machine learning for energy solutions. Responsible for data visualization, modeling, and logistic trend analysis.
Data Analytics Engineer working with product and engineering teams to implement data solutions. Analyzing product metrics and guiding roadmap decisions for CrowdStrike's cybersecurity platform.
Senior Clinical Data Analyst at Ro, shaping clinical credibility through data analysis and storytelling. Collaborating across teams to enhance patient understanding and trust in healthcare.
Customer Success & HR Data Analyst at Great Place to Work developing surveys and data insights. Collaborating with teams to enhance employee experience and organizational performance.
Auditor specializing in IT and Data Analytics for Daiichi Sankyo, focusing on internal audits and compliance. Engaging in collaboration and diversity as part of company culture.