Jobs at Old Mission

Old MissionChicagoon-site$175,000–$250,000 / year

Develop, evaluate, and improve pricing models for single-asset derivatives and equity volatility products, including variance swaps, volatility swaps, and VIX options. Build options research tools and infrastructure, an…

Old MissionChicagoon-site$175,000–$250,000 / year

Develop and improve pricing models for single-asset derivatives and equity volatility products, evaluating calibration accuracy and Greeks stability and proposing more robust alternatives. Build options research tools a…