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Options Market Making Quantitative Researcher - PR/564426_1767800773

Options Market Making Quantitative Researcher

New York
USD180000 - USD220000
PR/564426_1767800773
Options Market Making Quantitative Researcher
Equity Options Market Making Quantitative Researcher
About the Firm
A global proprietary trading firm is expanding into the U.S. market and building out its HFT equity options market-taking and market-making business. The team is highly collaborative, with approximately 25 members worldwide and connectivity to 12 exchanges. They are seeking exceptional Quantitative Researchers (QRs) and Developers to play a pivotal role in shaping this new venture.
The focus will be on high-frequency market-taking strategies market-making quoting strategies. The leadership team comes from one of the top market-making firms, offering a unique opportunity to join a high-caliber group at an exciting stage of growth.
Opportunity
Join a globally integrated trading team expanding into equity vol/options and ETF markets across major financial hubs. This is a non-siloed environment where researchers, engineers, and traders collaborate closely to design and deploy high-frequency strategies, emphasizing execution and signal monetization. This role is ideal for professionals with hands-on experience in options volatility modeling and trading who want to contribute directly to strategy development and implementation.
Responsibilities
  • Volatility Surface Modeling: Design and calibrate models for implied volatility surfaces across single-stock, index, and ETF options; productionize models for multi-market deployment.
  • Execution & Monetization: Work with execution teams to monetize signals through optimal trade scheduling and routing; develop and refine execution strategies for options trading.
  • Collaborate with developers to integrate models into backtesting and live trading systems.
  • Design hedging frameworks and monitor real-time risk.
  • Analyze performance and contribute to continuous strategy improvements.
Ideal Candidate Profile
  • QR or QD at an HFT or market-making firm for U.S. single-stock or ETF options
  • Currently working in a global investment bank's market-making group on index or single-stock volatility desks, with experience designing and fitting volatility surfaces.
Requirements
  • 3-5 years of experience in options trading or volatility modeling.
  • Strong understanding of options pricing and market microstructure.
  • Hands-on experience with volatility models (e.g., SVI, SABR, GARCH).
  • Solid programming skills in Python and C++.
  • Advanced degree in a quantitative field (Math, Physics, Computer Science, etc.).

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