Exotic Options Quant
Core
Develop and maintain exotic option pricing models and risk management frameworks for a global market maker.
Role type
Senior quantitative researcher (exotic options)
Builds
Automated pricing and risk management systems for listed derivatives, cash equities, ETFs, bonds, and foreign currencies
Domain
Financial markets / Quantitative finance
Deliverable
production ML models
Required skills
C++ development, Options theory, Option pricing models, Mathematical modeling, Linux, Git, Financial market experience
Preferred skills
Experience with trading systems, Knowledge of exotic option structures
Technologies
C++, Linux, Git
Responsibilities
Develop pricing models for new option contracts, Analyze and improve existing pricing models, Document new risks, Engage with traders and technology teams, Maintain analysis tools
Seniority
Mid-Senior, hands-on IC
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