Senior Quantitative Researcher
About The Position
Maven is a market-leading proprietary trading firm deploying its own capital across discretionary, systematic, and market-making strategies. Backed by deep expertise in trading, technology, and research, we are relentlessly focused on improving liquidity across global listed derivatives. Through advanced execution and pricing technologies, we improve how financial markets operate. THE ROLE: Design, build, develop, maintain, and calibrate real-time trading models and solutions for low latency trading systems for exchange-traded options and futures. Develop base price valuation algorithms. Design quoting strategy algorithms. Build Size Edge models. Support projects, including option pricing models, volatility modeling and fitting, trading parameter optimization, and event modeling. Perform forward modeling, including of rates and dividends. Model event and volatility across strikes and expiries. Calibrate pricing parameters using live and historic market data. Coordinate projects that have a direct impact on trading performance by collaborating with other researchers and traders from various scientific fields and academic institutions. Share knowledge and expertise with other researchers to tackle quantitative projects.
Requirements
- Requires Master’s degree in Financial Engineering, or a related field of study, plus three (3) years of experience with developing predictive models (pricing models, volatility models, and event modeling)
- verifying hypotheses using large data sets
- researching algorithms
- programming with Python and C++
- visualizing multi-dimensional data
- developing real-time performance measurement tools
- improving trading strategies
- options and futures
- market making
Responsibilities
- Design, build, develop, maintain, and calibrate real-time trading models and solutions for low latency trading systems for exchange-traded options and futures.
- Develop base price valuation algorithms.
- Design quoting strategy algorithms.
- Build Size Edge models.
- Support projects, including option pricing models, volatility modeling and fitting, trading parameter optimization, and event modeling.
- Perform forward modeling, including of rates and dividends.
- Model event and volatility across strikes and expiries.
- Calibrate pricing parameters using live and historic market data.
- Coordinate projects that have a direct impact on trading performance by collaborating with other researchers and traders from various scientific fields and academic institutions.
- Share knowledge and expertise with other researchers to tackle quantitative projects.
Benefits
- Medical, Dental, Vision Insurance coverage for employees and their dependents.
- 401k with employer match.
- Short Term Disability, Long Term Disability, and Life Insurance.
- Annual learning and development stipend.
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What This Job Offers
Job Type
Full-time
Career Level
Senior
