Option Quant

Location: Remote (with presence in London & Milan)

About the Role
We’re seeking a driven, technically strong Options Quant to join our growing trading team.
You’ll design and enhance pricing, execution, and risk models for options across multiple markets — with direct impact on live performance.
This role blends quant research, coding, and market intuition. You’ll collaborate with traders and engineers to develop production-ready models and strategies within a high-talent, low-ego environment.

Key Responsibilities
• Research, design, and implement options pricing and volatility models.
• Build and optimize simulation, backtesting, and research pipelines.
• Analyze market microstructure and volatility dynamics to identify trading opportunities.
• Design and maintain core quant components - pricing engines, execution algorithms, and risk controls.
• Run post-trade analysis to refine models and improve performance.
• Apply advances in ML, optimization, and statistics to live trading problems.

Requirement:
• 3–7 years in quant research, derivatives pricing, or options trading (crypto preferred).
• Strong grasp of mathematics, statistics, and optimization.
• Deep understanding of options theory, risk management, and execution logic.
• Self-directed, analytical, and collaborative - thrives in fast-paced, flat environments.
• Programming skills in high level languages (Python).

Not a requirement, but a plus:
• Programming skills in low level languages (GoLang).
• Prior experience in algorithmic or high-frequency trading.
• Experience with signal extraction from high-frequency or noisy data.
• Understanding of crypto markets and decentralized finance.

Why Join Us
• Immediate impact: Your models go live fast with direct P&L visibility.
• Elite peers: Work alongside experienced traders, researchers, and engineers.
• Top-tier rewards: Competitive compensation with strong performance upside.
• Community: Regular on-sites in London/Milan and annual offsite in a luxury location.

Please note that we will test your quantitative and programming skills in-person.