Quantitative Researcher, Systematic Vol - Single Stock Options
- Conduct original research to identify and develop alpha signals within single stock options markets.
- Design, test, and implement systematic volatility trading strategies.
- Analyze large-scale market, options, and alternative datasets to uncover predictive relationships.
- Build and enhance modeling frameworks covering volatility forecasting, option pricing, risk management, and portfolio construction.
- Partner closely with portfolio managers and traders to translate research into production trading strategies.
- Monitor live strategies and continuously improve model performance and execution efficiency.
- Develop research infrastructure and tooling to support large-scale quantitative analysis.
- 4+ years of experience in quantitative research, systematic trading, or a closely related role within a hedge fund, proprietary trading firm, market maker, or systematic investment team.
- Strong understanding of options markets, volatility dynamics, option greeks, and derivatives modeling.
- Experience researching and deploying systematic trading strategies within a live trading environment.
- Advanced programming skills in Python, with strong data analysis and research capabilities.
- Strong knowledge of statistics, machine learning, optimization, and predictive modeling techniques.
- Experience working with large financial datasets and building scalable research workflows.
- Demonstrated ability to generate investment ideas and contribute directly to trading performance.
- Bachelor's, Master's, or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Finance, or a related quantitative discipline.
- Prior experience researching alpha signals within single stock options or equity derivatives markets.
- Familiarity with volatility surface modeling, implied volatility forecasting, dispersion strategies, or relative value volatility opportunities.
- Experience using alternative datasets to generate predictive signals.
- Exposure to production trading systems and systematic portfolio management processes.
- Strong understanding of market microstructure and options execution considerations.
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