Senior Quantitative Researcher

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:

• 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 institutions.

• Share knowledge and expertise with other researchers to tackle quantitative projects.

Salary: $190,000 – $220,000 per annum.

WHAT WE ARE LOOKING FOR:

• Requires Master’s degree in Financial Engineering, or a related field of study, plus three (3) years of experience with developing predictive models (pricing models, volatility models, and event modeling); verifying hypotheses using large data sets; researching algorithms; programming with Python and C++; visualizing multi-dimensional data; developing real-time performance measurement tools; improving trading strategies; options and futures; and, market making.

WHAT WE OFFER:

• Amazing opportunity to be a key member of a highly committed employee-owned trading firm.

• The upside of start-up without the associated risks.

• Great friendly, informal and highly rewarding culture.

• Informal dress code.

• Fast growing global firm with plenty of opportunity where you will have significant impact.

• Benefits: Medical, Dental, Vision Insurance coverage for employees and their dependents. 401k with employer match. Short Term Disability, Long Term Disability, and Life Insurance. Annual learning and development stipend.

Maven Securities US Limited

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