Quant Researcher, Options Pricing & Volatility (PhD)

Old Mission Capital is a quantitative market-making firm that prices thousands of financial instruments globally. We seek a Quantitative Researcher (Ph.D.) in Chicago to collaborate with the options group and advance pricing models for volatility-based derivatives across asset classes. You will develop models, calibrate forward curves and volatility surfaces, and contribute to research infrastructure in Python. Strong collaboration with traders and rigorous quantitative skills are essential.