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Quantitative Option Pricing Intern
Quantitative Option Pricing InternBlackEdge Capital • Chicago, Illinois, USA
Quantitative Option Pricing Intern

Quantitative Option Pricing Intern

BlackEdge Capital • Chicago, Illinois, USA
21 days ago
Job type
  • Full-time
Job description

If you are looking to join a small dynamic growing firm in the financial technology sector you have come to the right place. BlackEdge has built a strong foundation of success as an industry leading market maker in the treasury options space. Now we need talented people like you to build on that foundation by further improving and leveraging our existing success to expand into new markets.

An internship at BlackEdge will give you a taste of life as a quantitative researcher in the options market making space. The first half of your internship will focus on teaching you option pricing theory market making dynamics and trading system operations. The second half will provide you the opportunity via projects to perform meaningful analysis to continue to drive BlackEdges pricing and modeling advantages.

What youll do :

  • Build expertise in option pricing dynamics and trading strategy optimization
  • Participate in mock trading and other training sessions
  • Collaborate with traders to understand their high-level needs translating problem descriptions into actionable research questions
  • Develop robust data-driven models that balance theoretical rigor with practical application using mathematical and statistical techniques
  • Prototype and iterate on solutions ensuring they are implementable within our low-latency trading systems
  • Present findings and recommendations to trading and technology teams fostering a culture of knowledge-sharing

What we need :

  • Graduating in Winter 2026 or Spring 2027 with at least a Masters degree in a financial engineering field
  • Strong quantitative skills and logical reasoning
  • Excellent verbal and written communication skills
  • Ability to maintain composure under pressure
  • A final note about our culture : we are pursuing excellence in trading. We want to be the best market makers in each product we trade and are relentless in our pursuit of incremental improvement. Every day is an opportunity to get a little bit better. Everyone here takes deep pride and ownership in what they do. The buck doesnt get passed along it stops with you.

    Required Experience :

    Intern

    Key Skills

    Campaigns,Abinitio,AutoCAD 3D,Hardware & Networking,Customer Support,Arabic

    Employment Type : Intern

    Experience : years

    Vacancy : 1

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    Quantitative Option Pricing Intern • Chicago, Illinois, USA