Volatility Junior Quant Researcher

Responsibilities Work with Volatility Senior Traders to assist and learn all aspects of trading and execution. Develop and monitor systematic strategies. Maintain and improve existing reports and procedures within the trading desk. Desired Skills MSc in maths, physics, engineering, or other quantitative fields. PhD or similar research experience will be strongly valued. Sound knowledge of statistics and probability. Strong programming skills in Python; C++/C# will be positively valued. Strong communication skills in English. At least basic knowledge of Black-Scholes Option Pricing Theory is required. Find some references below: The Volatility Smile (Derman and Miller). Trading Volatility (Colin Bennett). Options, Futures And Other Derivatives (John Hull).




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