Job Description - Options Pricing Quantitative Developer (C++) - Sydney Based
Designing and implementing new options pricing models that seamlessly integrate with the firm's existing quantitative stack, including automated pricing engines and real‑time risk management systems.
Evaluating whether to extend existing models or develop entirely new frameworks-owning the solution end‑to‑end from concept to production.
Identifying, quantifying, and documenting new risk factors, ensuring robust model governance and transparency.
Partnering with trading, technology, and control functions to ensure smooth deployment, validation, and ongoing model performance.
Performing deep mathematical and statistical analysis to expose deficiencies in current models and propose rigorous enhancements.
Maintaining and improving pricing libraries, analytics tooling, and research infrastructure, ensuring stability and performance in production.
Collaborating closely with traders and fellow researchers, ensuring your work aligns with market realities and drives PnL impact.
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