Sr Quantitative Researcher (options)

What You Will Do

• Partner directly with trading to turn market observation and intuition into working hypotheses
• Collaborate with trading and technology to build world class options pricing models that help us describe the ever-changing world around us
• Use intuition, data, and first principles to own the reliability of both current models and new candidate models
• Drive a rapid innovation cycle that produces demonstrable wins through the feedback loop of quantitative research, trading, post-trade analysis, and iterative workflows
• Autonomously conduct research and experiments to improve existing strategies and deploy new strategies that monetize opportunities in a constantly evolving market environment
• Build data-based tools and workflows to further systematize our approach to trading and risk management
• Lead, mentor, and develop other quants
• Share in the responsibility of driving strategy level and portfolio level Net Trading Profits

What We’re Looking For

• Advanced quantitative research capabilities with a demonstrated track record in the derivatives industry
• History of success working in a team first environment – we hold the success of the team above personal recognition
• Excellent communication skills – ability to effectively deconstruct complex systems and ideas into simpler concepts that are explainable to all levels of experience, both written and verbally
• Track record of mentoring, developing and leading quants or research teams
• Demonstrated ability to take your own ideas or those of others and elevate them into tangible actions and results
• Expertise in C++ or Python required
• PhD is not required, but will be thoughtfully considered in the application process