Quantitative Researcher - Options

Harrington Starr; Sydney; On-site; AUD 120,000 - 160,000; Full time

Benefits offered by this job

High compensation

Strong bonus

Relocation covered

Job summary

A global trading firm based in Sydney is seeking a Senior Options Researcher to enhance their volatility trading strategies. You will design models, analyze pricing dynamics, and collaborate closely with traders and engineers. This senior-level role demands over 5 years of experience in market-making or quant research, with a deep understanding of options and volatility. Relocation is covered for the right candidate.

Qualifications

• 5+ years in market-making, prop trading, or quant research.
• Deep knowledge of volatility, options pricing models, and signal development.
• Experience with large datasets and applying statistical or ML techniques.

Responsibilities

• Design and improve systematic options strategies.
• Build models and analyze options pricing and volatility dynamics.
• Identify inefficiencies in global derivatives markets.
• Collaborate with traders, engineers, and other quants in a fast-paced environment.

Skills

Market-making experience

Options pricing knowledge

Statistical analysis

Machine learning techniques

Job description

Overview

Senior Recruitment Consultant - Quantitative Finance | Options Researcher – Systematic Volatility Trading

Sydney based — relocation covered. High compensation with strong bonus.

Role and context

My client is a global trading firm and market maker with a strong track record in options. They’re a long-established player in algorithmic trading, known for combining solid tech with a practical, research-driven approach to markets. They’re looking for an Options Researcher to join their volatility trading team. This is a high-impact role focused on designing and improving systematic options strategies, building models, and uncovering inefficiencies in global derivatives markets. You’ll work closely with traders, engineers, and other quants in a fast-paced, data-driven environment.

Responsibilities

• Design and improve systematic options strategies
• Build models and analyze options pricing and volatility dynamics
• Identify inefficiencies in global derivatives markets
• Collaborate with traders, engineers, and other quants in a fast-paced environment

Qualifications

• 5+ years in market-making, prop trading, or quant research
• Deep knowledge of volatility, options pricing models, and signal development
• Experience with large datasets and applying statistical or ML techniques

Employment details

• Senior level role with mid-senior to senior experience
• Full-time employment
• Sydney, New South Wales, Australia — relocation covered