Need strong expertise in Options Pricing & a history of high-level research on tech data Volatility Curve fitting is a must Should be able to develop Alpha signals and Trading Strategies Graduate Degree is a must, PhD preferred 70% Research & 30% Development. They will be owning the business layer not the core infrastructure. The trend we typically see is that Candidates coming out of banks (Options Market Making desks specifically) will definitely have the options pricing down, but they will not have the research history. We won’t say no to banks but we do prefer buy-side We need candidates who are entrepreneurial and can work independently We like to see candidates who like to do research projects on their own/in their spare time Banks we will look at: Morgan Stanley Options Desk, Goldman Sachs Options Desk, and JPM Options Desk Candidates don’t need to be well versed in Python, they can have strong experience in R. But, they must have C++ skills on the modelling side We like to see candidates who look for career advancement and who have done interesting projects in the past or during undergrad.

ETS Options Quantitative Research Lead