BlackEdge Capital ยท 13 hours ago
Quantitative Option Pricing Intern
Chicago
Internship
Onsite
InternBlackEdge Capital is a growing firm in the financial technology sector, known for its success as a market maker in treasury options. The internship offers a unique opportunity to learn about option pricing theory and trading system operations, while engaging in meaningful analysis to enhance the firm's pricing and modeling capabilities.
FinanceFinancial ServicesRisk ManagementTrading Platform
Responsibilities
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
Qualification
Required
Graduating in Winter 2026 or Spring 2027 with at least a Master's degree in a financial engineering field
Strong quantitative skills and logical reasoning
Excellent verbal and written communication skills
Ability to maintain composure under pressure
Company
BlackEdge Capital
BlackEdge Capital is a proprietary trading firm engaged in options market making.
Founded in 2009
11-50 employees
Funding
Current Stage
Early StageLeadership Team
David Kent
Chief Operating Officer
Joshua Mateffy
Founder - Managing Partner
Company data provided by crunchbase