Fintal Partners
Built on high-performance infrastructure and independent trading teams, our client has earned a reputation for innovation and uncovering unique opportunities.
Their environment brings together top trading and engineering talent, combining autonomy with the resources of a global platform. Researchers and engineers work side by side to solve challenges in low-latency systems, machine learning, hardware acceleration, and large-scale data.
Every team member contributes directly to performance, supported by best-in-class business services spanning data, compute, risk, and compliance. This is a results-driven culture where collaboration and innovation are rewarded.
Responsibilities Develop and refine options pricing and risk models. Improve real-time volatility valuation and surface fitting. Research short- to mid-frequency volatility alphas. Collaborate with traders and researchers to optimize strategies. Mentor junior team members in trading and quantitative research.
Qualifications 3+ years in quantitative research with focus on options pricing, volatility surfaces, and risk. Experience researching predictive volatility alphas across multiple time horizons. Strong knowledge of numerical methods for pricing American options. Proven ability to work with large, complex datasets. Practical understanding of implementing and executing trading signals. Programming proficiency, ideally Python and/or C++. Attention to detail, with the drive to take a leadership role in a growing options business.
Their environment brings together top trading and engineering talent, combining autonomy with the resources of a global platform. Researchers and engineers work side by side to solve challenges in low-latency systems, machine learning, hardware acceleration, and large-scale data.
Every team member contributes directly to performance, supported by best-in-class business services spanning data, compute, risk, and compliance. This is a results-driven culture where collaboration and innovation are rewarded.
Responsibilities Develop and refine options pricing and risk models. Improve real-time volatility valuation and surface fitting. Research short- to mid-frequency volatility alphas. Collaborate with traders and researchers to optimize strategies. Mentor junior team members in trading and quantitative research.
Qualifications 3+ years in quantitative research with focus on options pricing, volatility surfaces, and risk. Experience researching predictive volatility alphas across multiple time horizons. Strong knowledge of numerical methods for pricing American options. Proven ability to work with large, complex datasets. Practical understanding of implementing and executing trading signals. Programming proficiency, ideally Python and/or C++. Attention to detail, with the drive to take a leadership role in a growing options business.