Senior Volatility Quantitative Researcher

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

Benefits offered by this job

Competitive salary

Bonus based on performance

Health, dental and vision insurance fully covered

Pre-Tax Commuter Benefits

Job summary

A quantitative finance firm located in Stamford, Connecticut is seeking a skilled Quantitative Researcher to join their Volatility team. The role involves building specific tools and researching trading strategies within volatility markets. Applicants should have a strong STEM background, along with significant experience in quantitative research, particularly in volatility. Competitive salary and performance bonuses are offered, next to comprehensive health coverage and commuter benefits.

Qualifications

• 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.

Responsibilities

• Build and maintain proprietary pricing/analytics tooling for volatility research.
• Calibrate implied volatility surfaces across options and work with developers to integrate models.
• Design and optimize trading strategies to predict volatility market trends.

Skills

Volatility modeling

Statistical analysis

Programming in Python

Options pricing

Problem-solving skills

Education

BS/MS/PhD degree in a STEM field

Tools

C++

Job description

A quantitative finance firm located in Stamford, Connecticut is seeking a skilled Quantitative Researcher to join their Volatility team. The role involves building specific tools and researching trading strategies within volatility markets. Applicants should have a strong STEM background, along with significant experience in quantitative research, particularly in volatility. Competitive salary and performance bonuses are offered, next to comprehensive health coverage and commuter benefits.