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Quantitative Researcher: Cutting-Edge Pricing & Volatility

Job in Cicero, Cook County, Illinois, 60804, USA
Listing for: Old Mission
Full Time position
Listed on 2026-09-08
Job specializations:
  • Finance & Banking
    Data Scientist
Salary/Wage Range or Industry Benchmark: 175000 - 250000 USD Yearly USD 175000.00 250000.00 YEAR
Job Description & How to Apply Below
Position: Quantitative Researcher: Cutting-Edge Options Pricing & Volatility

Old Mission, a global proprietary trading firm, seeks a Quantitative Researcher (Ph.D.) to join its Chicago office. You will collaborate with our options trading group, improving pricing models and leading the development of new models and tools for pricing volatility-based derivatives across asset classes.

The role emphasizes model calibration, Greeks stability, and building Python-based research infrastructure, while partnering with traders to explore ideas and patterns in market data.

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