Quantitative Researcher - Volatility (USA)

Trexquant Investment; Stamford, Northern (CT, KY); Hybrid; USD 130,000 - 200,000; Full time

Benefits offered by this job

Health insurance covered

Dental insurance covered

Vision insurance covered

Pre-Tax commuter benefits

Job summary

Trexquant Investment is seeking a highly skilled Quantitative Researcher to join the Volatility team in Stamford or New York City. You will build pricing and analytics tooling and advance trading signals in volatility markets.

You will work with senior researchers to calibrate IV surfaces, backtest strategies, and productionize models. Strong Python skills and knowledge of volatility models are essential; C++ knowledge is a plus.

Qualifications

• BS/MS/PhD in a STEM field.
• 5+ years of experience in quantitative research focused on volatility markets.
• Proficient in Python and statistical modeling.
• Experience with volatility models; strong understanding of options pricing.
• C++ knowledge is a plus.
• Strong problem-solving and teamwork skills.
• Open to Stamford and NYC offices; base compensation includes bonus.

Responsibilities

• Build and maintain proprietary pricing/analytics tooling for volatility research.
• Calibrate implied volatility surfaces across single stock, index, ETF options and more; productionize models into backtesting and live trading systems.
• Design, implement, and optimize trading strategies to predict volatility market trends using extensive data and signals.
• Parse and analyze large datasets to identify actionable alpha signals and develop volatility trading strategies.
• Explore and apply academic research to assess and improve profitability of trading strategies.
• Continuously innovate and improve models by integrating new data sources and advanced techniques.

Skills

Python

Statistical modeling

Volatility modeling

Options pricing

Education

BS/MS/PhD in STEM

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.

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 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.
• 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.

Applications are open for both Stamford and New York City offices, the latter with a planned opening in October 2026.

The base salary for this role is $130,000 to $200,000, and will be determined based on the candidate's educational background and professional experience. Base salary is one component of Trexquant's total compensation package, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt.

Trexquant is an Equal Opportunity Employer