Quantitative Developer – Equity Derivatives
Core
Design and develop backtesting frameworks and scalable research infrastructure for equity options and derivatives trading strategies.
Role type
Senior quantitative developer (equity derivatives)
Builds
Backtesting engines, trading simulations, and quantitative research infrastructure
Domain
Financial services / Equity derivatives
Deliverable
production ML models | product features
Required skills
Python, equity derivatives (options, volatility, Greeks), backtesting engines, statistical analysis, financial time-series data, algorithms, data structures
Preferred skills
quantitative research, strategy evaluation, hedging, P&L analysis, risk-adjusted returns
Technologies
Python, Quant
Responsibilities
Design and develop backtesting frameworks for equity options and derivatives trading strategies; Build scalable research infrastructure for historical simulations and performance analysis; Develop Python tools to analyze options strategies, volatility, Greeks, and hedging; Collaborate with quantitative researchers and traders to implement and evaluate investment ideas; Improve the accuracy and computational performance of research platforms; Develop analytical frameworks for strategy attribution and portfolio behavior.