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- Tasks: Develop and refine options pricing models for market-making efficiency.
- Company: Join a leading options market maker focused on innovative trading strategies.
- Benefits: Enjoy competitive salary, performance bonuses, and a collaborative work environment.
- Why this job: Be part of a dynamic team that values professional growth and cutting-edge research.
- Qualifications: 4+ years in pricing roles with a Master's or Ph.D. in a quantitative field required.
- Other info: Strong programming skills in Python, R, or C++ are essential.
The predicted salary is between 48000 - 84000 £ per year.
Quantitative Researcher
Options pricing
My client is an options market maker looking to add a senior qr to their options market making research desk.
This role will involve:
- Build, develop and refine options pricing models, optimizing for market-making efficiency and profitability.
- Implement and test algorithms adjusting option prices dynamically
- Apply stochastic processes, Monte Carlo simulations, and statistical arbitrage to build robust pricing frameworks
I am looking for:
- 4 years+ experience in a pricing role in a mid or high frequency trading environment, ideally with options
- Master’s or Ph.D. in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Finance).
- Strong programming skills in languages such as Python, R, or C++.
You will get:
- Competitive salary and performance-based bonuses.
- Collaborative and dynamic work environment.
- Opportunities for professional growth and development.
Please reach out to for an even quicker CV review.
Quantitative Researcher - options pricing employer: Harrington Starr
Contact Detail:
Harrington Starr Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher - options pricing
✨Tip Number 1
Make sure to showcase your experience in options pricing and market-making environments during networking events or informal meetups. Engaging with professionals in the field can help you gain insights and potentially get referrals.
✨Tip Number 2
Stay updated on the latest trends and technologies in quantitative finance, especially those related to options pricing. This knowledge can be a great conversation starter and demonstrate your passion for the field during interviews.
✨Tip Number 3
Consider contributing to open-source projects or creating your own projects that involve options pricing models. This not only enhances your programming skills but also provides tangible evidence of your expertise to potential employers.
✨Tip Number 4
Reach out to current or former employees of the company you're applying to. They can provide valuable insights into the company culture and the specific skills that are highly valued, which can help you tailor your approach.
We think you need these skills to ace Quantitative Researcher - options pricing
Some tips for your application 🫡
Highlight Relevant Experience: Make sure to emphasize your 4+ years of experience in a pricing role, particularly in mid or high-frequency trading environments. Use specific examples that showcase your expertise in options pricing.
Showcase Your Education: Clearly state your Master's or Ph.D. in a quantitative field. Mention any relevant coursework or projects that relate to options pricing, stochastic processes, or Monte Carlo simulations.
Demonstrate Programming Skills: Include details about your programming skills in Python, R, or C++. Provide examples of projects or algorithms you have developed that are relevant to options pricing and market-making efficiency.
Tailor Your Application: Customize your CV and cover letter to align with the job description. Use keywords from the job posting to demonstrate that you understand the role and its requirements.
How to prepare for a job interview at Harrington Starr
✨Showcase Your Technical Skills
Be prepared to discuss your programming skills in Python, R, or C++. Bring examples of past projects where you implemented algorithms or built pricing models. This will demonstrate your hands-on experience and technical proficiency.
✨Understand Options Pricing Models
Familiarize yourself with various options pricing models such as Black-Scholes and binomial models. Be ready to explain how you have applied these models in previous roles and how they can optimize market-making efficiency.
✨Discuss Stochastic Processes and Simulations
Since the role involves stochastic processes and Monte Carlo simulations, prepare to discuss your experience with these concepts. You might be asked to solve a problem on the spot, so practice explaining your thought process clearly.
✨Highlight Your Experience in Trading Environments
With a requirement of 4+ years in a pricing role within trading environments, be ready to share specific examples of your contributions in high-frequency or mid-frequency trading. Discuss how your work impacted profitability and efficiency.
