Options/Volatility Quantitative Researcher

**Job Title:** Options Pricing Quant Modeler (Part-Time Consultant)

**Location:** Remote / Flexible

**Position Overview:**

We are seeking an experienced Options Pricing Quant Modeler to join our team as a part-time consultant. In this role, you will be responsible for developing, validating, and enhancing pricing models for structured products and exotic options. This is an excellent opportunity for a seasoned professional with a background in a small trading company or bank who thrives in a dynamic environment and enjoys the flexibility of consulting work.

**Key Responsibilities:**

- Develop and enhance pricing models for structured products and exotic options.

- Perform model validation, calibration, and testing to ensure robustness and accuracy.

- Analyze market data and use quantitative techniques to optimize pricing strategies.

- Collaborate with traders and other stakeholders to understand market trends and product features.

- Provide expertise on the valuation and risk management of complex derivatives.

- Document model methodologies and results, ensuring compliance with regulatory requirements.

**Requirements:**

- Proven experience in options pricing, with a focus on structured products and exotic options.

- Background in working with small trading companies or small banks.

- Strong proficiency in quantitative modeling, statistics, and mathematical finance.

- Proficiency in programming languages such as Python, R, or C++ for model development.

- Excellent problem-solving skills and attention to detail.

- Ability to work independently and communicate effectively with team members and stakeholders.

**Preferred Qualifications:**

- Advanced degree (Master’s or PhD) in Quantitative Finance, Financial Engineering, Mathematics, or a related field.

- Familiarity with risk management and regulatory frameworks.

- Experience with market data sources and quantitative libraries.

**Benefits:**

- Flexible hours and the ability to work remotely.

- Competitive consulting compensation based on experience and project scope.

- Opportunity to work with a skilled team and gain exposure to a wide range of complex financial products.

**How to Apply:**

Please email your resume and a brief cover letter outlining your experience with options pricing: [email protected]