Equity Derivatives Quant: Options & Volatility

Goldman Lloyds; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Goldman Lloyds, a leading hedge fund, seeks an Equity Derivatives Quant Researcher to partner with Portfolio Managers on the research, development, and implementation of options and volatility strategies.

The role blends quantitative research, backtesting, derivatives modelling, and strategy development, with opportunities to scale the firm’s equity derivatives capabilities and live investment tools.

Qualifications

• Strong background in equity derivatives, options, and volatility research.
• Experience building and backtesting quantitative strategies.
• Proficiency in Python and statistical methods for modelling.

Responsibilities

• Partner with Portfolio Managers to develop equity derivatives and options strategies.
• Build and enhance Python-based research/backtesting frameworks.
• Research opportunities across options, volatility, and systematic derivatives.
• Develop analytics for implied volatility, surfaces, Greeks, skew, and hedging.
• Design frameworks to evaluate signals, costs, P&L, risk, and performance.
• Work with large historical options datasets to identify opportunities.
• Translate research into live investment strategies and production tools.
• Contribute to expanding the firm’s options and equity derivatives platform.

Skills

Python programming

Equity derivatives

Options strategies

Backtesting frameworks

Quantitative research

Education

Master's/PhD in quant field

Job description

Goldman Lloyds, a leading hedge fund, seeks an Equity Derivatives Quant Researcher to partner with Portfolio Managers on the research, development, and implementation of options and volatility strategies.

The role blends quantitative research, backtesting, derivatives modelling, and strategy development, with opportunities to scale the firm’s equity derivatives capabilities and live investment tools.