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
• Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets
• PPO Health, dental and vision insurance premiums fully covered for you and your dependents
• Pre-Tax Commuter Benefits - making your commute smoother

Schedule

• The position is classified as overtime-exempt

Pay

• $130,000 to $200,000, based on the candidate's educational background and professional experience