A tier-1 proprietary trading firm, one of the most profitable in the world, with billions in trading PnL across global markets, is expanding into equity exotics, and is growing the team to support it.
This is a chance to get in early on a genuine build‑out: you'll be developing current pricing models for complex products as the firm broadens its capability, working at the heart of a rapid‑growing effort with your models going straight into live production alongside the desk.
What you'll do
Develop pricing models for exotic equity derivatives: handling expiry/time decay, volatility surfaces, and other complex path‑dependent dynamics
Work hand‑in‑hand with traders and fellow researchers, who'll use your models live in production
Help strengthen the pricing and risk framework,
applying mathematical rigour to identify and fix deficiencies
Who you are
3+ years in options, with at least 2 focused on exotics
Genuine depth in exotic options pricing, ideally equity or index
Solid C++ (the role is predominantly C++), with the engineering rigour to write production‑ready research code
Currently in a bank and thinking about a move to the buy‑side?
This is a career‑defining seat. They're one of the top players in the space, with a distinctive, highly transparent compensation structure among the most competitive on the street, plus the collaborative culture and global profit pool of a genuine market leader.
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📌 Quantitative Researcher/developer City Of Sydney
🏢 Durlston Partners
📍 City of Sydney
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