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About the Role

We have an opening for an experienced Exotics Options Quant in our Research team to bridge the gap between complex mathematical models and our systems.

Responsibilities

• Developing a way of pricing a new contract that integrates into our current stack, particularly our automated pricing and risk management frameworks
• Working out whether to extend our existing models or write an entirely new model
• Understanding and documenting any new risks
• Engaging with internal stakeholders through the technology, trading, and control departments to ensure a smooth roll-out
• Looking for deficiencies in our current models and critically analysing them with mathematical rigour
• Helping maintain our pricing models and analysis tools
• Working directly alongside other researchers, and closely with traders who are domain experts and will use your work in production

Requirements

• A degree or PhD in Maths, Physics, or Engineering
• A deep understanding of Options theory and Option pricing models
• Up to 5 years of working experience, with at least 2 years of experience developing Exotic Option pricing models
• Rich, demonstrable experience coding with C++
• Strong C++ skills, up to date with the latest language features
• Experience with Git and Linux
• Significant experience within the financial markets from a direct competitor or large global financial services organisation such as an investment bank
• Comfortable using Maths to solve problems and writing C++ code to develop solutions
• Pragmatic and results oriented approach
• Wide understanding of technology and dev-driven components to developing option pricing models
• Comfortable working with various trading systems

Skills

• Options theory
• Option pricing models
• C++
• Git
• Linux
• Mathematical modelling
• Problem solving

Location

• Sydney

Work Type

• Full-time

Experience Level

• Up to 5 years of working experience
• At least 2 years of experience developing Exotic Option pricing models

Education Level

• Degree or PhD in Maths, Physics, or Engineering

Benefits

• Performance-based bonus structure
• Training, mentorship and personal development opportunities
• Daily breakfast, lunch and an in-house barista
• Gym membership plus weekly in-house chair massages
• Regular social events, including a company trip every two years
• Guided relocation, a competitive relocation package and visa sponsorship where necessary

About the Company

• Optiver is a global market maker founded in Amsterdam, with offices in London, Chicago, Austin, New York, Sydney, Shanghai, Hong Kong, Singapore, Taipei and Mumbai.
• Established in 1986, today we are a leading liquidity provider, with close to 2,000 employees in offices around the world, united in our commitment to improve the market through competitive pricing, execution and risk management.
• By providing liquidity on multiple exchanges across the world in various financial instruments we participate in the safeguarding of healthy and efficient markets.
• We provide liquidity to financial markets using our own capital, at our own risk, trading a wide range of products: listed derivatives, cash equities, ETFs, bonds and foreign currencies.
• Optiver’s Sydney office is one of the primary players within Asian markets, trading a range of products.
• Established in 1996, we're an active participant on the Hong Kong, Korea, Singapore, Taiwan and Japan exchanges, and act as Optiver’s APAC head office.
• Financial models are ever-present components throughout the process of designing strategies and making trading decisions.
• Our traders, researchers, and developers combine to achieve our goal of improving the market.