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 inefficiencies. Project Management: Own quantitative projects end-to-end-from Python research and prototyp...