Senior Quantitative Researcher

Job description

Maven is a market-leading proprietary trading firm deploying its own capital across discretionary, systematic, and market-making strategies. Backed by deep expertise in trading, technology, and research, we are relentlessly focused on improving liquidity across global listed derivatives. Through advanced execution and pricing technologies, we improve how financial markets operate. THE ROLE: Salary: $190,000 – $220,000 per annum. - Design, build, develop, maintain, and calibrate real-time trading models and solutions for low latency trading systems for exchange-traded options and futures. - Develop base price valuation algorithms. - Design quoting strategy algorithms. - Build Size Edge models. - Support projects, including option pricing models, volatility modeling and fitting, trading parameter optimization, and event modeling. - Perform forward modeling, including of rates and dividends. - Model event and volatility across strikes and expiries. - Calibrate pricing parameters using live and historic market data. - Coordinate projects that have a direct impact on trading performance by collaborating with other researchers and traders from various scientific fields and academic insti...