Responsibilities
- Oversee the quantitative research team, guiding advanced research projects and developing innovative options trading strategies.
- Develop and refine quantitative models for options pricing, volatility forecasting, and risk management.
- Ensure models adapt to changing market conditions.
- Design and back-test trading strategies to ensure robustness and profitability.
- Implement machine learning techniques to enhance predictive accuracy.
- Ensure seamless implementation of strategies across trading platforms.
- Monitor and manage the risk exposure of options portfolios.
- Develop strategies to mitigate risks and optimize returns.
- Stay updated with the latest developments in financial markets, particularly in options and derivatives.
Requirements:
- PhD or Master’s degree in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or a related discipline.
- Extensive experience in quantitative research and options trading.
- Proficiency in programming languages such as Python, R, C++, or MATLAB.
- Experience with databases and big data technologies. Strong understanding of options pricing models, volatility surfaces, and the Greeks.
- Exceptional analytical and problem-solving abilities.
- Capacity to work on complex mathematical models and large data sets.
- Proficient in presenting complex quantitative concepts to non-quantitative stakeholders.
