Maintain and retrieve from the database for large trading data gathered from data venders.
Conduct quantitative research on trading data (historical bid and ask price and trading volumes) to find profit opportunity.
Apply various financial models to detect market regime and profit opportunities, including classical Black-Scholes model for option pricing, and the variant of the classical Black-Scholes model, such as stochastic volatility models, to better capture the option price movement and dynamic.
Monitor trading performance and report daily results to the team.
Master’s degree in mathematical finance, or other closely related field.
2 years of related experience in analyzing trading performance.
RoboSig, Inc., 141 W. Jackson Blvd., Suite 300A, Chicago, IL 60604