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TrexquantTrexquantStamford, CT

Quantitative Researcher - Volatility (USA)

Develops volatility trading strategies, builds pricing tools, calibrates implied volatility surfaces, and analyzes large datasets for alpha signals in volatility markets. Requires 5+ years in quantitative research focused on volatility, Python proficiency, and STEM degree.

130k – 200k
On-site5+ YOEData Science

About the role

Responsibilities

  • Build and maintain proprietary pricing/analytics tooling for volatility research.
  • Calibrate implied volatility surfaces across single stock, index, ETF options and more.
  • Work with developers to productionize models and integrate them into backtesting and live trading systems.
  • Design, implement, and optimize trading strategies to predict volatility market trends using extensive financial data and a wide array of trading signals.
  • Parse and analyze large datasets to identify actionable alpha signals and develop strategies for volatility trading.
  • Explore and apply cutting-edge academic research in quantitative finance to assess, refine, and enhance the profitability of trading strategies.
  • Continuously innovate and improve existing models by integrating new data sources and advanced techniques to boost performance and scalability.
  • Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis.

Requirements

  • BS/MS/PhD degree in a STEM field.
  • 5+ years of experience in quantitative research, specifically focused on volatility markets.
  • Proficiency in programming languages like Python and statistical modeling.
  • Experience with industry volatility models; strong understanding of options pricing.
  • Familiarity with C++ a nice to have.
  • Strong problem-solving skills with an ability to work effectively both independently and as part of a team.

Benefits

  • Competitive salary, plus bonus based on individual and company performance.
  • Base salary $130,000 to $200,000, determined by education and experience.
  • PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
  • Pre-Tax Commuter Benefits.

Skills

PythonC++Statistical ModelingVolatility ModelingOptions PricingQuantitative FinanceBacktestingData AnalysisFinancial DataTrading Strategies

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