HFT Options Quant Researcher - Single Stock / ETF


New York
USD200000 - USD200000
PR/564426_1760123788
HFT Options Quant Researcher - Single Stock / ETF
HFT Options Quant Researcher - Single Stock / ETF
Location: New York or London
Type: Full-Time
Timeline: ASAP (0-6 months noncompete)
Experience: 3-6 years
Opportunity
Join a fast-moving, globally collaborative trading team expanding into options and ETF markets with a presence across several financial hubs. The group operates without silos; researchers, engineers, and traders work together to build high-frequency strategies with a focus on execution and signal monetization.
Their trading DNA is rooted in market-taking strategies, with increasing interest in market making and intraday models that carry minimal overnight risk. This role is ideal for someone with hands-on experience in options volatility modeling and trading, looking to contribute directly to strategy development and deployment.

Responsibilities
  • Volatility Surface Modeling: Design and calibrate models for implied volatility surfaces across single stock, index, and ETF options and productionize models for deployment across multiple markets.
  • Execution and Monetization: Collaborate with execution teams to monetize signals through optimal trade scheduling and routing; Develop and refine execution strategies for options trading.
  • Work with developers to integrate models into backtesting and live trading systems.
  • Design hedging frameworks and monitor real-time risk.
  • Analyze performance and contribute to strategy improvements.

Ideal Candidates:
  1. Recently/Formerly working at HFT/Market Maker as a QR for US Single Stock/ETF Options - Zero/under 6 months left on noncompete
  2. Currently working at a Global Investment Bank Market Making group on Index vol desk/single stock vol desk who have been designing and fitting the vol surface
What We're Looking For
  • 3-5 years of experience in options trading or vol modeling.
  • Strong understanding of options pricing and market microstructure.
  • Experience with vol models (e.g., SVI, SABR, GARCH).
  • Solid programming skills (Python, C++).
  • Background in a quantitative field (Math, Physics, CS, etc.).

FAQs

Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.

Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.

We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business. 

That's why we recommend registering your CV so you can be considered for roles that have yet to be created. 

Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.