What are the responsibilities and job description for the Quantitative Researcher position at Maven Securities US Limited?
Quantitative Researcher (Chicago, IL) : Design, build, develop, maintain, & calibrate innovative real-time trading models & solutions for low latency trading systems for exchange-traded options & futures. Develop base price valuation algorithms. Design quoting strategy algorithms. Build Size Edge models. Support challenging projects, including option pricing models, volatility modeling & fitting, trading parameter optimization, & event modeling. Perform forward modeling, including of rates & dividends. Model event & volatility across strikes & expiries. Calibrate pricing parameters using live & historic market data. Req's Master's degr plus 4 yrs exp. Salary : $175,000 - $250,000 Benefits : Medical, Dental, Vision Insurance coverage for employees & their dependents. 401k with employer match. Short Term Disability, Long Term Disability, & Life Insurance. Annual learning & development stipend. Send resumes by email to recruitment@mavensecurities.
com or mail to Maven Securities US Limited, Attn : HR, 353 N Clark St, Ste 1750, Chicago, IL 60654. Must Ref : MP8602323IL. No phone calls pls. An Equal Opportunity Employer m / f / d / v.
recblid 1mez2nuus45422w2x9cmh3wl9aypf5
Salary : $175,000 - $250,000