Job Description
Built on high-performance infrastructure and independent trading teams, our client has earned a reputation for innovation and uncovering unique opportunities.
Their environment brings together top trading and engineering talent, combining autonomy with the resources of a global platform. Researchers and engineers work side by side to solve challenges in low-latency systems, machine learning, hardware acceleration, and large-scale data.
Every team member contributes directly to performance, supported by best-in-class business services spanning data, compute, risk, and compliance. This is a results-driven culture where collaboration and innovation are rewarded.
Responsibilities
- Develop and refine options pricing and risk models.
- Improve real-time volatility valuation and surface fitting.
- Research short- to mid-frequency volatility alphas.
- Collaborate with traders and researchers to optimize strategies.
- Mentor junior team members in trading and quantitative research.
Qualifications
- 3+ years in quantitative research with focus on options pricing, volatility surfaces, and risk.
- Experience researching predictive volatility alphas across multiple time horizons.
- Strong knowledge of numerical methods for pricing American options.
- Proven ability to work with large, complex datasets.
- Practical understanding of implementing and executing trading signals.
- Programming proficiency, ideally Python and/or C++.
- Attention to detail, with the drive to take a leadership role in a growing options business.