Option Pricing Strategist

18 hours ago


Stockholm, Stockholm, Sweden OTI Capital Ltd Full time
Quantitative Option Trading Position

We are seeking a highly motivated and skilled Senior Quant Researcher to join our dynamic team at OTI Capital Ltd. As a Senior Quant Researcher, you will be responsible for developing and maintaining our quantitative option trading department.

Key Responsibilities:
  • Develop and Improve Our Option Pricing Engine: Utilize AI and machine learning techniques to create and improve our option pricing engine and ensure robustness with respect to data feeds.
  • Monitor and Review Performance: Monitor and review the performance of our algorithmic option portfolio to satisfy hedging requirements.
  • Collaborate with Cross-Functional Teams: Work closely with traders and researchers to identify and prioritize new strategies to generate alpha in the option market.
Requirements:
  • Bachelor's degree (or higher) in computer science, mathematics, physics, statistics, or a related field.
  • Min 3 years of quantitative option trading/pricing experience (both practical and theoretical).
  • An outstanding academic record and proven track record in financial trading or a competitive activity such as poker and/or strategic games.
  • Strong analytical and programming skills, including proficiency in C# or Python.


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