Senior Quantitative Researcher - Options Volatility

Our client is looking for an accomplished Senior Quantitative Researcher to join and expand their options team in New York, playing a crucial role in shaping the direction of the desk. Due to substantial profitability, the team is entering an exciting phase of rapid growth. In this position, you will work closely with the Options Trading team, focusing on diverse options volatility strategies for a highly profitable desk. Your work will encompass alpha generation, options pricing, and signal processing, while also collaborating with the risk management and execution teams. This role provides excellent exposure within a prestigious firm known for its industry leadership.

Key Responsibilities:

• Lead the development and optimisation of quantitative strategies aimed at enhancing alpha generation in options volatility.
• Collaborate with the Options Trading team to implement effective pricing models and signal processing methodologies.
• Engage with risk management and execution teams to ensure strategies align with operational and market realities.
• Continuously assess and refine models and strategies to adapt to evolving market conditions.

Qualifications:

• Demonstrated experience as a quantitative researcher focused on options volatility.
• Proficiency in programming languages, particularly Python or C++.
• Excellent communication skills, enabling effective collaboration across various teams and addressing complex, open-ended questions.
• Advanced academic qualifications (PhD or Master's) in a quantitative or technical discipline, such as Computer Science, Engineering, Mathematics, Statistics or Physics.

This role presents a unique opportunity for a seasoned quantitative researcher to have a significant impact in the options volatility space. If you are passionate about advancing your career in algorithmic trading and looking for a challenging, high-impact position, we encourage you to apply.