Senior Options Quantitative Researcher

Responsibilities

• Developing options pricing and risk models
• Improving real-time volatility valuation and fitting
• Researching short to mid frequency volatility alphas
• Collaborating with other traders and quantitative researchers to optimize existing strategies
• Mentoring junior traders and/or quantitative researchers

Qualifications

• 3+ years of experience in a quantitative research role with a focus on options pricing, volatility surfaces, and risk management
• Experience in researching predictive volatility alphas over various time horizons
• Understanding of the practical considerations required in implementing and executing trading signals
• Expertise in detailed implementations of numerical pricing for American options
• Ability to work with large multi-faceted datasets
• Passion and drive to take a leading role in a growing options business
• Relevant programming experience, preferably in Python and/or C++
• Excellent attention to detail

Pay

Anticipated New York annual base salary range $120,000-180,000, plus eligible for discretionary bonus

Benefits

• Generous paid time off policies
• Savings plans and other financial wellness tools available in each region
• Hybrid working opportunities
• Free breakfast, lunch, and snacks daily
• In-office wellness experiences and reimbursement for select wellness expenses (e.g., gym, personal training and more)
• Company-sponsored sports teams and fitness events (JPM Corporate Challenge, Cycle for Survival, Wall Street Rides FAR and more)
• Volunteer opportunities and charitable giving
• Social events, happy hours, treats, and celebrations throughout the year
• Workshops and continuous learning opportunities

Schedule

Tower offers a flexible schedule to accommodate the needs of our employees.

Skills

Not specified

Benefits

Not specified

Pay

Not specified

Equal Opportunity Employer

Tower Research Capital is an equal opportunity employer.