Quantitative Researcher - Volatility (USA)

Trexquant Investment LP; Stamford (CT); On-site; USD 100,000 - 130,000; Full time

Benefits offered by this job

Competitive salary with bonuses

Fully covered health, dental, and vision insurance

Pre-Tax Commuter Benefits

Job summary

A leading investment firm in Connecticut is seeking a skilled Quantitative Researcher to enhance its Volatility team. The role involves building advanced analytics tools, calibrating volatility models, and designing trading strategies. Ideal candidates should have a strong STEM background and extensive experience in quantitative research focused on volatility markets. The company offers a competitive salary along with comprehensive health benefits.

Qualifications

• 5+ years of experience in quantitative research focused on volatility markets.
• Proficiency in programming and statistical modeling.
• Strong understanding of options pricing and industry volatility models.

Responsibilities

• Build and maintain proprietary pricing/analytics tooling for volatility research.
• Calibrate implied volatility surfaces for various financial instruments.
• Design and implement trading strategies to predict volatility market trends.

Skills

Python programming

Statistical modeling

Problem-solving skills

Collaboration

Education

BS/MS/PhD in STEM field

Tools

C++

Job description

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, and will work closely with our Head of Volatility to execute on our strategic roadmap. The role will focus on building volatility specific tooling, as well as on researching signals & strategies for trading within the 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. Work 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 assess, refine, and enhance 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.

Qualifications

• BS/MS/PhD degree in a STEM field.
• 5+ years of experience in quantitative research, specifically focused on volatility markets.
• Proficiency in programming languages like Python and statistical modeling.
• Experience with industry volatility models; strong understanding of options pricing.
• Familiarity with C++ a nice to have.
• Strong problem-solving skills with an 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.
• PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
• Pre‑Tax Commuter Benefits – making your commute smoother.

Trexquant is an Equal Opportunity Employer.