Quantitative Researcher - Volatility

Quantitative Researcher – Volatility

This appointment supports the growth of a dedicated Volatility research group and helps drive priority work from their strategic roadmap. You’ll play a key role in scaling specialised research tooling, developing and testing volatility-focused strategies, and strengthening the pathway from models and signals to backtesting and trading workflows.

If you’re excited by volatility markets and want your work to directly influence the performance of trading systems, this role is designed for you.

Responsibilities

• Build and maintain proprietary volatility pricing and analytics tooling to support ongoing research and evaluation
• Calibrate implied volatility surfaces across instruments including single-stock, index, and ETF options
• Partner with developers to productionise models and integrate them into backtesting and live trading environments
• Design, implement, and optimise trading strategies aimed at forecasting volatility market trends using large volumes of financial data and diverse signal sets
• Process and analyse large datasets to identify actionable alpha opportunities and translate them into robust volatility trading strategies
• Evaluate and apply academic research in quantitative finance to refine existing approaches and improve strategy performance
• Continuously enhance models by adopting new data sources and advanced methods to strengthen performance and scalability
• Work with other quantitative researchers to run experiments, simulate hypotheses, and iterate through rigorous research cycles

Essential Skills & Experience

• A STEM degree at BS, MS, or PhD level
• 5+ years’ experience in quantitative research
• Strong programming capability, particularly Python, alongside solid statistical modelling skills
• Demonstrated experience with industry volatility models and a strong understanding of options pricing
• Proven problem-solving ability, with the confidence to work independently and collaboratively within a research team
• Collaborative comfortable coordinating with engineering partners to integrate research into production-facing systems

Location

This position is located in New York City, candidates must be local this or in a position to relocate.