Quantitative Researcher - Volatility (USA)

Trexquant Investment LP; New York (NY); On-site; USD 130,000 - 200,000; Full time

Benefits offered by this job

Competitive salary plus bonus

Premium health and dental insurance

Pre-Tax Commuter Benefits

Job summary

A quantitative finance firm seeks a highly skilled Quantitative Researcher to join their Volatility team in New York. This role will involve building volatility-specific tools, calibrating volatility surfaces across various options, and designing trading strategies to predict market trends. The ideal candidate has over 5 years of experience in quantitative research, a strong background in statistical modeling, and proficiency in Python. Competitive salary and benefits offered.

Qualifications

• 5+ years of experience in quantitative research focused on volatility markets.
• Proficiency in programming languages such as Python and statistical modeling.
• Experience with industry volatility models and strong understanding of options pricing.

Responsibilities

• Build and maintain proprietary pricing/analytics tooling for volatility research.
• Calibrate implied volatility surfaces across various options.
• Design, implement, and optimize trading strategies for volatility markets.

Skills

Statistical analysis

Volatility modeling

Programming in Python

Problem-solving

Experience in quantitative research

Education

BS/MS/PhD degree in a STEM field

Tools

C++

Job description

Quantitative Researcher - Volatility (USA)

We are seeking a highly skilled and motivated Quantitative Researcher to join our Volatility team. This role will be pivotal in helping to scale up a growing volatility-focused research group, working closely with the Head of Volatility to execute the strategic roadmap. The role focuses on building volatility-specific tooling and researching signals & strategies for trading within volatility markets. The ideal candidate will have expertise in volatility modeling, statistical analysis, and a deep understanding of volatility market dynamics.

Responsibilities

• Build and maintain proprietary pricing/analytics tooling for volatility research.
• Calibrate implied volatility surfaces across single stock, index, ETF options, and more; collaborate with developers to productionize models and integrate them into backtesting and live trading systems.
• Design, implement, and optimize trading strategies to predict volatility market trends using extensive financial data and a wide array of trading signals.
• Parse and analyze large datasets to identify actionable alpha signals and develop strategies for volatility trading.
• Explore and apply cutting‑edge academic research in quantitative finance to refine the profitability of trading strategies.
• Continuously innovate and improve existing models by integrating new data sources and advanced techniques to boost performance and scalability.
• Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis.

Requirements

• BS/MS/PhD degree in a STEM field.
• 5+ years of experience in quantitative research, specifically focused on volatility markets.
• Proficiency in programming languages such as Python and statistical modeling.
• Experience with industry volatility models and strong understanding of options pricing.
• Familiarity with C++ is a nice to have.
• Strong problem‑solving skills with the ability to work effectively both independently and as part of a team.

Benefits

• Competitive salary, plus bonus based on individual and company performance.
• Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
• Premium dental, vision, and health insurance with full coverage for you and your dependents.
• Pre‑Tax Commuter Benefits to make your commute smoother.

Applications are now open for our NYC office that's opening in September 2026.

The base salary range is $130,000 to $200,000, depending on candidates' educational and professional background. Base salary is only one part of Trexquant's total compensation, which may include a discretionary and performance‑based bonus.

Trexquant is an Equal Opportunity Employer.

Seniority level

• Mid‑Senior level