We’re working with a global proprietary trading firm looking for a quantitative researcher to develop exotic options pricing models in Sydney.
This is a hands-on role combining mathematical modelling with C++ development. You’ll work closely with traders and developers, taking models from research through to implementation in a live trading environment.
The role:
Develop and improve pricing models for exotic options.
Investigate model assumptions and limitations, and assess their impact on pricing and risk.
Implement quantitative models in robust, maintainable C++ code.
Work with traders to understand current products and practical pricing requirements.
Partner with technology teams to test, integrate and maintain models in production.
What we’re looking for:
A degree in mathematics, physics, engineering or a related quantitative discipline.
Up to five years’ professional experience, including at least two years developing exotic options pricing models.
Robust up-to-date C++ skills and experience working with Linux and Git.
A solid understanding of options theory, derivatives pricing and risk.
Experience at a trading firm, investment bank or other global financial institution.
A practical approach to solving complex problems and working with traders and developers.
The role is based in Sydney, with relocation assistance and visa sponsorship available where required.
If you’d like to find out more, please get in touch
📌 Options Quant Researcher Sydney (Australia)
🏢 Durlston Partners
📍 Australia
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