Quantitative Researcher Pricing, options market making My client is a medium sized options market maker looking to add a Senior Quant Researcher to their options market making research desk. This role will involve: Develop and refine pricing models for options and derivatives, optimizing for market-making efficiency and profitability. Implement and test algorithms that adjust option prices dynamically based on market conditions. Apply advanced mathematical techniques, including stochastic processes, Monte Carlo simulations, and statistical arbitrage, to develop robust pricing frameworks. I am looking for: 4 years experience in a pricing role in a mid or high frequency trading environment Master’s or Ph.D. in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Finance). Strong programming skills in languages such as Python, R, or C++. You will get: Competitive salary and performance-based bonuses. Collaborative and dynamic work environment. Opportunities for professional growth and development. Please reach out to kate.jenkinsonharringtonstarr.com for an even quicker CV review.