Quantitative Researcher, Systematic Vol - Single Stock Options

Responsibilities

• Conduct original research to identify and develop alpha signals within single stock options markets.
• Design, test, and implement systematic volatility trading strategies.
• Analyze large-scale market, options, and alternative datasets to uncover predictive relationships.
• Build and enhance modeling frameworks covering volatility forecasting, option pricing, risk management, and portfolio construction.
• Partner closely with portfolio managers and traders to translate research into production trading strategies.
• Monitor live strategies and continuously improve model performance and execution efficiency.
• Develop research infrastructure and tooling to support large-scale quantitative analysis.

Requirements

• 4+ years of experience in quantitative research, systematic trading, or a closely related role within a hedge fund, proprietary trading firm, market maker, or systematic investment team.
• Strong understanding of options markets, volatility dynamics, option greeks, and derivatives modeling.
• Experience researching and deploying systematic trading strategies within a live trading environment.
• Advanced programming skills in Python, with strong data analysis and research capabilities.
• Strong knowledge of statistics, machine learning, optimization, and predictive modeling techniques.
• Experience working with large financial datasets and building scalable research workflows.
• Demonstrated ability to generate investment ideas and contribute directly to trading performance.

Preferred Qualifications

• Prior experience researching alpha signals within single stock options or equity derivatives markets.
• Familiarity with volatility surface modeling, implied volatility forecasting, dispersion strategies, or relative value volatility opportunities.
• Experience using alternative datasets to generate predictive signals.
• Exposure to production trading systems and systematic portfolio management processes.
• Strong understanding of market microstructure and options execution considerations.