Quantitative Researcher - Volatility (USA)

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.