Graduate Quantitative Researcher
Chicago-based proprietary options market maker providing liquidity across U.S. financial markets.
About BlackEdge Capital
BlackEdge Capital is a proprietary trading firm specializing in options market making. It combines quantitative trading, options theory, technology, and risk-management expertise to make markets in exchange-cleared instruments and expand across markets and products.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will investigate complex, longer-term trading problems and turn ambiguous challenges into practical quantitative solutions. You will develop mathematically rigorous, data-driven models, partner with traders to define research questions, examine academic and market data, prototype solutions for low-latency systems, and present recommendations.
Responsibilities
- Formulate and solve complex problems in options pricing, risk management, and market dynamics.
- Develop robust, data-driven models using mathematical and statistical techniques.
- Collaborate with traders to translate high-level needs into actionable research questions.
- Conduct independent research using academic literature, market data, and proprietary datasets.
- Prototype and iterate on solutions for low-latency trading systems.
- Present findings and recommendations to trading and technology teams.