Quantitative Researcher: Equity Options Market-Making
Group One Trading, LP
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Benefits offered by this job
Job summary
Group One Trading, LP is seeking a Quantitative Researcher in Chicago, IL or New York, NY. You will advance our equity options pricing, risk models, and trading insights by applying rigorous data analysis and advanced volatility techniques.
You will collaborate with traders and developers to translate research into actionable trading improvements, contributing to portfolio profitability and model advancement.
Qualifications
- Professional experience in quantitative research, trading, or risk modeling within equity options.
- Expertise with volatility modeling techniques including local, stochastic, and rough volatility models and arbitrage-free surfaces.
- Understanding of option pricing models and portfolio risk management.
- Strong foundation in probability, statistics, numerical methods, and empirical analysis.
- Experience analyzing large datasets and testing hypotheses.
- Knowledge of equity options market structure and electronic market making.
Responsibilities
- Develop and validate pricing and risk models for equity options.
- Collaborate with traders and software developers to implement research into trading decisions.
- Lead hypothesis-driven research to improve pricing, volatility modeling, hedging, and risk management.
Skills
Education
Tools
Job description
Group One Trading, LP is seeking a Quantitative Researcher in Chicago, IL or New York, NY. You will advance our equity options pricing, risk models, and trading insights by applying rigorous data analysis and advanced volatility techniques.
You will collaborate with traders and developers to translate research into actionable trading improvements, contributing to portfolio profitability and model advancement.
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