Options Quant Researcher
Position Description
As an Options Quant Researcher, you will research, model, and trade options across equities, indices, and digital assets. You will own volatility modeling, pricing, calibration, and risk analytics, working closely with traders and engineers to deploy models into live trading.
Key Responsibilities
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Develop and calibrate option pricing models (European and American)
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Construct and maintain implied and local volatility surfaces
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Research volatility arbitrage, market‑making, and dispersion strategies
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Analyze Greeks, skew dynamics, term structure, and flow information
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Collaborate with engineers to integrate models into trading systems
Technical Requirements
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Proficiency in Python, C++, or Rust
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Experience with numerical libraries (NumPy, SciPy, Polars)
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Familiarity with Monte Carlo simulation and finite‑difference methods
Quantitative Requirements
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Strong foundation in stochastic calculus (Ito processes, SDEs)
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Deep understanding of option pricing theory:
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- Black‑Scholes, local volatility, stochastic volatility (Heston, SABR)
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- Jump‑diffusion and regime‑switching models
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Experience with calibration techniques (least squares, regularization, stability constraints)
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Strong understanding of Greeks, hedging mechanics, and P&L attribution
Compensation
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Competitive Salary
Interested in this position?
careers@fluxtrading.pro