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.