Keyrock·2 weeks ago
Explore current jobs tagged "options-modeling" to discover quantitative developer, derivatives researcher, trader, and risk manager positions that require expertise in options pricing models (Black‑Scholes, local and stochastic volatility, Heston, SABR), volatility surface calibration, Greeks-based hedging, Monte Carlo simulation, and PDE solvers. This list surfaces roles across trading firms, prop shops, fintechs and institutional quant teams; use the filtering UI to narrow by experience level, technology stack (Python, C++, Rust, R), asset class (equities, FX, crypto) and remote/on-site preferences. Learn which openings emphasize model calibration, production implementation, risk limits and backtesting workflows, review sample responsibilities and salary benchmarks, and take action—save relevant listings and apply now to roles leveraging advanced options-modeling techniques.
Keyrock·2 weeks ago