The role involves working within the Quantitative Research Equity Derivatives team to develop and enhance pricing and risk models for flow products. Responsibilities include driving the research and implementation of volatility trading analytics, such as volatility surface calibration and modeling. The position requires building a data-driven trading and risk management ecosystem while managing client flow and risk inventory. Professionals in this role will contribute to the entire lifecycle of projects, from initial idea generation and prototype design to production implementation. Collaboration with traders is essential to communicate findings and deliver actionable solutions for the business.

Candidates must possess an advanced degree, such as a Master's or Ph.D., in a quantitative field from a top university. At least one year of experience in equity modeling is required. Applicants need a solid understanding of stochastic calculus, probability theory, numerical methods, option theory, and equity derivatives. Strong programming proficiency in Python and C++ is necessary, along with experience in machine learning and data analysis.