Options Quantitative Researcher – New York
Client:
Global prop and market-maker
Location:
New York
Salary:
$150k - $250k base + bonuses/benefits
A global proprietary trading and market-making firm is seeking an Options Quantitative Researcher to join their options desk. This is a hands-on role in a collaborative, fast-paced environment where research directly informs trading decisions.
Key Responsibilities
Develop and test quantitative models and trading signals for options and volatility strategies
Translate research into actionable strategies within live trading systems
Optimise and calibrate strategies across products and market conditions
Collaborate with traders and engineers to improve execution, risk management, and analytics
Analyse large datasets to identify patterns and opportunities
Contribute to risk modelling and performance monitoring frameworks
Candidate Profile
Degree (Master’s or PhD preferred) in Mathematics, Physics, Engineering, or other quantitative fields
Strong expertise in volatility modelling, risk management, and derivatives pricing
Experience building and validating trading signals for options or other derivative products
Proficient in Python and/or C++ with solid coding and data analysis skills
Excellent quantitative, analytical, and problem-solving abilities
Why This Role
Work on complex options strategies with real market impact
Collaborative culture bridging research, trading, and technology
Competitive compensation with performance-based bonus potential
#J-18808-Ljbffr
Global prop and market-maker
Location:
New York
Salary:
$150k - $250k base + bonuses/benefits
A global proprietary trading and market-making firm is seeking an Options Quantitative Researcher to join their options desk. This is a hands-on role in a collaborative, fast-paced environment where research directly informs trading decisions.
Key Responsibilities
Develop and test quantitative models and trading signals for options and volatility strategies
Translate research into actionable strategies within live trading systems
Optimise and calibrate strategies across products and market conditions
Collaborate with traders and engineers to improve execution, risk management, and analytics
Analyse large datasets to identify patterns and opportunities
Contribute to risk modelling and performance monitoring frameworks
Candidate Profile
Degree (Master’s or PhD preferred) in Mathematics, Physics, Engineering, or other quantitative fields
Strong expertise in volatility modelling, risk management, and derivatives pricing
Experience building and validating trading signals for options or other derivative products
Proficient in Python and/or C++ with solid coding and data analysis skills
Excellent quantitative, analytical, and problem-solving abilities
Why This Role
Work on complex options strategies with real market impact
Collaborative culture bridging research, trading, and technology
Competitive compensation with performance-based bonus potential
#J-18808-Ljbffr