Related skills
python git black-scholes stochastic volatility local volatility📋 Description
- Model volatility surface construction; implement stochastic volatility models.
- Backtest new strategies with traders; analyze historical data.
- Own projects from Python research to production with C++ developers.
- Build trade analysis tools, scenario simulators, and risk dashboards.
- Bridge traders and developers; translate needs into specs and ensure delivery.
- Deep-dive P&L and Greek exposure analysis; explain performance.
🎯 Requirements
- Master’s or PhD in a quantitative field from a top-tier university.
- Proven quant experience in options market-making or derivatives prop trading.
- Experience with options theory and volatility trading.
- Python required; expertise in data analysis and statistical modeling.
- C++ experience a strong plus; low-latency production code.
- Familiarity with Git and collaborative coding.
- Deep knowledge of option pricing (Black-Scholes, local/stochastic vol) and Greeks.
- Self-starter with strong communication and attention to detail.
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