Systematic Market Making Derivatives Strat

## Responsibilities: Creating new and analysing existing models for derivative pricing You will be working to develop data driven solutions for algorithmic trading strategies, (high to low frequency), trading signals, risk models and categorisation of flow, which will be combined in the trading process. Quant research and strategy development to implement new trading strategies, predominantly options focused. You will be require to research and build libraries, create and evaluate strategies and analyse performance data - all with the view of driving trading decision-making in a data driven manner. Support the trading desk to maximise revenue by delivering analytics across business lines Work on pricing framework, model validation, internal model changes and contribute to regulatory requirements ## Your Profile: Strong background in using numerical methods including Monte-Carlo, Stochastic Calculus for vanilla & exotic derivative valuations. Familiarity with all major derivative products past and present in equity, rates, fx or commodity markets. Particularly options. Strong work ethic and accountability. Understanding of back-testing and out of sample testing methodologies. Solid understanding of volatility products and vol surface modeling. Strong programming in C++ 17/20 or Rust, Python. Excellent analytical, communication and presentation skills. PhD or graduate degree educated in a quantitative field (Physics, Maths, Financial Engineering). Prior experience of 2-5 years as a quant or a systematic researcher. Apply tot his job Apply To this Job