Primary Responsibilities

• Develop and enhance tools and processes for market data calibration, marking, and automation across equity derivatives.

• Lead volatility-related workflows, including deriving implied vols from listed option prices and marking volatility shifts around corporate actions and market events.

• Collaborate closely with Sales, Trading, Strats, Financial Engineering, and IT to streamline pricing, booking, and overall front-to-back workflows.

• Ensure accuracy, consistency, and robustness of volatility surfaces and market data used in pricing and risk systems.

• Contribute to continuous improvements in model reliability, data quality, and system efficiency within fast-paced front office environments.

Required Skills & Qualifications

• Bachelors or Masters degree in a quantitative discipline (Mathematics, Physics, Computer Science, Engineering, or related field).

• Solid understanding of equity derivatives, including options, volatility concepts, surface construction, and pricing fundamentals.

• 2-3+ years of experience in a front office setting (Trading, Strats, Quant, or Front Office Tech).

• Strong programming skills in Java or C++, with experience contributing to front office libraries or pricing/analytics engines.

• Ability to thrive in a fast-paced, high-pressure, team-oriented environment with strong ownership and attention to detail.