We are seeking an experienced Quantitative Researcher in Options Market Making. Desired experience includes:


- prototyping, simulating, and trading systematic volatility strategies

- specifying and implementing research environments for systematic volatility strategies

- working with big data sets in Python (Pandas, NumPy)

- machine learning in Python (Tensorflow, PyTorch)

- implementing and/or supporting option pricing libraries and risk management systems

- implementing and/or supporting implied volatility systems

- five+ years' experience with an option market making firm

- project management, and people management


Required experience:


- an advanced degree in Mathematics, Financial Mathematics, Physics, or another closely related field

- strong C++ and Python skills

- at least two years' experience doing some of the work above

Apply for this Job

* Required