Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will investigate complex, longer-term trading problems and turn ambiguous challenges into practical quantitative solutions. You will develop mathematically rigorous, data-driven models, partner with traders to define research questions, examine academic and market data, prototype solutions for low-latency systems, and present recommendations.
Responsibilities
- Formulate and solve complex problems in options pricing, risk management, and market dynamics.
- Develop robust, data-driven models using mathematical and statistical techniques.
- Collaborate with traders to translate high-level needs into actionable research questions.
- Conduct independent research using academic literature, market data, and proprietary datasets.
- Prototype and iterate on solutions for low-latency trading systems.
- Present findings and recommendations to trading and technology teams.