Elite Options Quant for Complex Automated Trading Strategies

Preference: Italian-speaking candidates, ideally based in Italy. Otherwise, native-level professional English is required. We are looking for a genuinely elite Options Strategist / Derivatives Quant to help design and automate highly complex options trading strategies. This is not a role for a general trader, a standard trading-bot developer, or someone whose options experience is limited to covered calls and basic spreads. WHAT WE NEED - Deep professional expertise in advanced multi-leg options strategies - Volatility surfaces, skew, term structure, and volatility-regime analysis - Greeks and higher-order Greeks, including vanna, volga/vomma, and charm - Dynamic hedging and portfolio-level risk management - Early assignment, exercise, expiration, and pin-risk management - Liquidity, margin, slippage, and execution modelling - Robust backtesting without look-ahead or survivorship bias - Translation of complex discretionary rules into deterministic, testable automation - Strong quantitative programming experience, preferably Python INITIAL PHASE The first phase will be deliberately limited to approximately 3-5 hours of paid technical analysis. You will review the strategy requirements, identify hidden risks and failure modes, and demonstrate whether you have the depth required for the larger project. If the initial phase is successful, the next deliverables may include: - A rigorous and testable strategy specification - Risk, execution, and failure-mode analysis - Backtesting and validation methodology - Automation architecture and implementation roadmap - Potential implementation and ongoing technical collaboration WHO SHOULD NOT APPLY Please do not apply if your main background is generic algorithmic trading, forex bots, MT4/MT5 development, or basic retail options strategies. We need demonstrable, advanced options-specific expertise. PLEASE ANSWER ALL OF THESE QUESTIONS 1. What is the most complex options strategy or options portfolio you have designed or automated? 2. What exactly was your personal responsibility? 3. How do you model volatility skew, term structure, and higher-order Greeks? 4. Describe a real failure mode involving assignment, liquidity, margin, or execution that a less experienced options trader might miss. 5. Which programming languages, brokers, data providers, and options platforms have you used? 6. What is your professional language level in Italian and English, and where are you currently based? Confidential details from previous clients are not required, but answers must be technically specific. Generic or AI-generated applications will not be considered.