Quantitative Researcher (Ph.D.) - 2027 Graduate Program - (August Start)

Quant Blueprint LLC; Chicago (IL); On-site; USD 175,000 - 250,000; Full time

Benefits offered by this job

Discretionary bonus

Full-time employee benefits

Job summary

Quant Blueprint LLC in Chicago invites applicants for the August 2027 intake to research options pricing with the trading team. You will improve volatility and derivatives models, inspect calibration and Greeks, build Python research libraries, and explore market microstructure and new trading ideas.

Requirements include a Master’s or PhD in a quantitative discipline; Python and C++ are required. Organization and clear collaboration under time pressure are essential.

Qualifications

• Master’s or PhD in a quantitative discipline.
• Derivatives and volatility modelling, forward curves and volatility surfaces; understanding of equity/index products, variance instruments and VIX.
• Python and C++ are required.

Responsibilities

• Research options pricing with the trading team.
• Improve volatility and derivatives models.
• Inspect calibration and Greeks.
• Build Python research libraries.
• Investigate market microstructure and new trading ideas.

Skills

Python

C++

Time management under pressure

Education

Master’s degree in quantitative discipline

PhD in quantitative discipline

Job description

Join the August 2027 intake in Chicago and research options pricing with the trading team. Improve volatility and derivatives models, inspect calibration and Greeks, build Python research libraries, and investigate market microstructure and new trading ideas.

Requirements

Master’s or PhD in a quantitative discipline, despite the PhD role title. Derivatives and volatility modelling, forward curves and volatility surfaces; understanding of equity/index products, variance instruments and VIX. Python and C++ are required. Organisation and clear collaboration under time pressure are important.

Programme details

Discretionary bonus and full-time employee benefits are additional to base salary.

Employer-published base pay

• USD 175,000–250,000 / year