Senior Options Quant Researcher – Real-Time Volatility

Tower Research Capital; New York (NY); Hybrid; USD 120,000 - 180,000; Full time

Benefits offered by this job

Generous PTO

Financial wellness tools

Hybrid working

Free meals (breakfast/lunch/snacks)

Wellness reimbursement

Sports events and activities

Volunteer opportunities

Social events and celebrations

Learning opportunities

Job summary

Tower Research Capital is a leading quantitative trading firm with a 25+ year track record, located in New York. We seek an experienced Options Quantitative Researcher to develop pricing models, improve real-time volatility valuation, and research volatility alphas across horizons.

Strong Python/C++ skills and attention to detail are essential. The role offers a competitive New York base salary and discretionary bonus, with hybrid working opportunities and a collaborative, high-performance

Qualifications

• 3+ years of experience in a quantitative research role with a focus on options pricing, volatility surfaces, and risk management
• Experience in researching predictive volatility alphas over various time horizons
• Understanding of the practical considerations required in implementing and executing trading signals
• Expertise in detailed implementations of numerical pricing for American options
• Ability to work with large multi-faceted datasets
• Passion and drive to take a leading role in a growing options business
• Relevant programming experience, preferably in Python and/or C++
• Excellent attention to detail

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

Python

C++

Data analysis

Attention to detail

Trading signals

Job description

Tower Research Capital is a leading quantitative trading firm with a 25+ year track record, located in New York. We seek an experienced Options Quantitative Researcher to develop pricing models, improve real-time volatility valuation, and research volatility alphas across horizons.

Strong Python/C++ skills and attention to detail are essential. The role offers a competitive New York base salary and discretionary bonus, with hybrid working opportunities and a collaborative, high-performance