Senior Quantitative Researcher – Options Market Making

Trading Interview; Greater London; On-site; GBP 140,000 - 210,000; Full time

Benefits offered by this job

Breakfast & lunch provided

25 days leave

Private healthcare

Life assurance

Flexible research environment

Job summary

Maven Securities in London is seeking a Senior Quantitative Researcher to lead projects that directly enhance trading performance. You will collaborate with researchers and traders across disciplines to develop innovative real-time trading models and low-latency solutions for exchange-traded options.

The role demands a strong background in applied mathematics or related fields, 3+ years in electronic options trading, and the ability to validate complex hypotheses on large datasets.

Qualifications

• PhD or track record in independent research in quantitative fields.
• 3+ years in finance, electronic options trading.
• Ability to develop and validate predictive trading models using large datasets.
• Collaborative bridge between developers and traders.

Responsibilities

• Lead projects impacting trading performance and model development.
• Develop real-time models for low-latency options trading.
• Collaborate with researchers and traders across disciplines.
• Share knowledge and mentor junior quants.

Skills

Advanced algorithms research

Predictive modeling

Large dataset analysis

Team collaboration

Education

Applied mathematics or related fields

PhD or independent research track record

Job description

Maven is a market-leading proprietary trading firm deploying its own capital across discretionary, systematic, and market-making strategies. Backed by deep expertise in trading, technology, and research, we are relentlessly focused on improving liquidity across global listed derivatives. Through advanced execution and pricing technologies, we improve how financial markets operate.

The role:

As a Senior Quantitative Researcher, you will lead projects that have a direct impact on our trading performance. You will work collaboratively with other researchers and traders from various scientific fields and prestigious academic institutions, to develop innovative real-time trading models and solutions for low latency trading systems for exchange-traded options. You will share your knowledge and expertise with other researchers to tackle various challenging projects including but not limited to option pricing and volatility models, algorithm design and alpha research.

What we’re looking for:

• Academic degree in applied mathematics, computer science, statistics engineering or physics. PhD or any other track record in conducting independent research.
• Minimum 3+ years of experience in the financial industry, particularly electronic options trading.
• Ability to research advanced algorithms, develop predictive models and verify complex hypotheses using large datasets.
• Proactive interest in improving existing trading strategies and identifying new opportunities.
• A collaborative bridge between developers, and traders who aligns technical work with commercial impact and the broader strategic vision, and a real team player with other quants in the team.

Why you should apply:

• Rare opportunity to take a high level of responsibility at a fast-growing global trading firm
• Opportunity to be highly involved in the decisions that shape our trading
• Flexible research environment to iterate on your ideas quickly and see the impact of your work in production
• Leadership opportunities as the team grow
• Great engineering environment where technology, creativity and innovation is key to our success
• An environment where you’re empowered and supported to achieve your ambitions
• Friendly, informal and highly rewarding culture
• The upside of a start-up without the associated risks

WHAT WE CAN OFFER YOU

• Competitive compensation
• Annual discretionary bonus
• Fully catered breakfast and lunch
• 25 days’ annual leave
• Informal dress code
• Private healthcare and life assurance

Maven Securities is a market-leading proprietary trading firm, allocating internal capital between discretionary, systematic and market-making strategies. We were established over a decade ago and have grown into a significant…