Quantitative Options Researcher (Hybrid)

Campbell & Company, LP.; Baltimore, Northern (MD, KY); Hybrid; USD 100,000 - 180,000; Full time

Benefits offered by this job

Hybrid work environment

Competitive pay and benefits

Tuition reimbursement

Vacation allowance

Health Savings Account

401(k) matching

Discretionary contributions

Onsite massages

Job summary

Campbell & Company in Baltimore, MD is seeking a Researcher (Options) to evolve our options trading program. You will translate models into programmatic trading strategies, develop systematic approaches, and collaborate with our Options Research team in a hybrid, in-office 3 days per week setup.

The role requires a BS in a quantitative field and 2+ years of experience, with strong Python or MATLAB skills and knowledge of derivatives, Greeks, and market concepts.

Qualifications

• BS degree in a quantitative discipline and 2+ years of experience.
• Solid understanding of financial markets and investment concepts.
• Strong knowledge of options pricing, Greeks, and derivative mathematics.
• Proficiency in Python or MATLAB.

Responsibilities

• Develop new systematic options strategies and risk management methods.
• Apply mathematical frameworks to options and derivative pricing.
• Develop trading signals from theoretical and empirical research.
• Monitor production portfolios and suggest solutions to production issues.
• Collaborate with the Director, Options Research and contribute to seminars and papers.
• Stay abreast of academic research and market developments in volatility trading.

Skills

Python

MATLAB

Options pricing

Finance concepts

Communication

Collaboration

Quantitative modeling

Education

BS degree in a quantitative discipline

Tools

Python

MATLAB

Job description

Campbell & Company in Baltimore, MD is seeking a Researcher (Options) to evolve our options trading program. You will translate models into programmatic trading strategies, develop systematic approaches, and collaborate with our Options Research team in a hybrid, in-office 3 days per week setup.

The role requires a BS in a quantitative field and 2+ years of experience, with strong Python or MATLAB skills and knowledge of derivatives, Greeks, and market concepts.