Lead Options Quantitative Researcher

Trading Interview; New York (NY); On-site; USD 120,000 - 180,000; Full time

Benefits offered by this job

Paid time off

Hybrid work

Free meals

Wellness reimbursement

Sports teams

Volunteer opportunities

Social events

Learning programs

Job summary

Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. Tower pursues opportunities with a reputation for innovation and global reach in electronic trading infrastructure.

London? No, New York-based research environment focuses on low-latency systems, real-time volatility, and advanced quantitative methods.

Qualifications

• 3+ years in a quantitative research role with focus on options pricing, volatility surfaces, and risk management.
• Experience researching predictive volatility alphas over various time horizons.
• Ability to work with large multi-faceted datasets and implement trading signals.

Responsibilities

• Developing options pricing and risk models.
• Improving real-time volatility valuation and fitting.
• Researching short to mid frequency volatility alphas.
• Collaborating with other traders and quantitative researchers to optimize existing strategies.
• Mentoring junior traders and/or quantitative researchers.

Skills

Options pricing

Volatility surfaces

Risk management

Volatility alphas

American options pricing

Python

C++

Data analysis

Numerical methods

Tools

Python

C++

Job description

Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. Tower pursues opportunities with a reputation for innovation and global reach in electronic trading infrastructure.

London? No, New York-based research environment focuses on low-latency systems, real-time volatility, and advanced quantitative methods.