Exotic Options Quant
OptiverAbout the Role
Join Optiver's Research team as an Exotic Options Quant, bridging complex mathematical models with trading systems. You'll work on practical pricing problems end-to-end, developing new pricing models for exotic options that integrate into current systems, managing risks, and collaborating with traders and stakeholders. Your responsibilities include extending or creating new models, analyzing and maintaining pricing tools, and critically evaluating existing models with mathematical rigor to identify deficiencies and improvements.
Requirements
- Degree or PhD in Maths, Physics, or Engineering
- Deep understanding of Options theory and Option pricing models
- Up to 5 years of working experience, with at least 2 years of experience developing Exotic Option pricing models
- Rich, demonstrable experience coding with C++; your C++ is strong and you're up to date with the latest language features
- Experienced with Git and Linux
- Significant experience within the financial markets from a direct competitor or large global financial services organisation such as an investment bank
- Very comfortable using Maths to solve problems and writing C++ code to develop solutions
- Pragmatic and results oriented
- Wide understanding of technology and dev-driven components to developing option pricing models; comfortable working with various trading systems
What You'll Get
- A performance-based bonus structure unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool, fostering a truly collaborative environment
- The chance to work alongside diverse and intelligent peers in a rewarding environment
- Training, mentorship and personal development opportunities
- Daily breakfast, lunch and an in-house barista
- Gym membership plus weekly in-house chair massages
- Regular social events, including a company trip every two years
- Guided relocation, a competitive relocation package and visa sponsorship where necessary