Quantitative Strategist

Durlston Partners; New York (NY); On-site; USD 150,000 - 250,000; Full time

Benefits offered by this job

Competitive compensation

Performance-based bonus potential

Collaborative culture

Job summary

A global proprietary trading firm seeks an Options Quantitative Researcher to join their New York team. This hands-on position requires expertise in volatility modelling and trading signals, alongside strong programming skills in Python or C++. The successful candidate will work collaboratively to develop quantitative strategies that directly influence trading decisions, with a focus on optimizing performance and managing risk. Competitive compensation and bonuses are offered.

Qualifications

• Master’s or PhD preferred in quantitative fields.
• Strong expertise in volatility modelling and risk management.
• Experience in building trading signals for options.

Responsibilities

• Develop and test quantitative models and trading signals for options strategies.
• Translate research into actionable strategies in trading systems.
• Analyse large datasets to identify trading opportunities.

Skills

Volatility modelling

Risk management

Derivatives pricing

Python

C++

Data analysis

Education

Master’s or PhD in Mathematics, Physics, Engineering or related field

Job description

Options Quantitative Researcher – New York

Client: Global prop and market-maker

Location: New York

Salary: $150k - $250k base + bonuses/benefits

A global proprietary trading and market-making firm is seeking an Options Quantitative Researcher to join their options desk. This is a hands-on role in a collaborative, fast-paced environment where research directly informs trading decisions.

Key Responsibilities

• Develop and test quantitative models and trading signals for options and volatility strategies
• Translate research into actionable strategies within live trading systems
• Optimise and calibrate strategies across products and market conditions
• Collaborate with traders and engineers to improve execution, risk management, and analytics
• Analyse large datasets to identify patterns and opportunities
• Contribute to risk modelling and performance monitoring frameworks

Candidate Profile

• Degree (Master’s or PhD preferred) in Mathematics, Physics, Engineering, or other quantitative fields
• Strong expertise in volatility modelling, risk management, and derivatives pricing
• Experience building and validating trading signals for options or other derivative products
• Proficient in Python and/or C++ with solid coding and data analysis skills
• Excellent quantitative, analytical, and problem-solving abilities

Why This Role

• Work on complex options strategies with real market impact
• Collaborative culture bridging research, trading, and technology
• Competitive compensation with performance-based bonus potential