Volatility Quant Researcher – Scale & Innovate in Finance

Trexquant Investment LP; New York (NY); On-site; USD 130,000 - 200,000; Full time

Benefits offered by this job

Competitive salary plus bonus

Premium health and dental insurance

Pre-Tax Commuter Benefits

Job summary

A quantitative finance firm seeks a highly skilled Quantitative Researcher to join their Volatility team in New York. This role will involve building volatility-specific tools, calibrating volatility surfaces across various options, and designing trading strategies to predict market trends. The ideal candidate has over 5 years of experience in quantitative research, a strong background in statistical modeling, and proficiency in Python. Competitive salary and benefits offered.

Qualifications

• 5+ years of experience in quantitative research focused on volatility markets.
• Proficiency in programming languages such as Python and statistical modeling.
• Experience with industry volatility models and strong understanding of options pricing.

Responsibilities

• Build and maintain proprietary pricing/analytics tooling for volatility research.
• Calibrate implied volatility surfaces across various options.
• Design, implement, and optimize trading strategies for volatility markets.

Skills

Statistical analysis

Volatility modeling

Programming in Python

Problem-solving

Experience in quantitative research

Education

BS/MS/PhD degree in a STEM field

Tools

C++

Job description

A quantitative finance firm seeks a highly skilled Quantitative Researcher to join their Volatility team in New York. This role will involve building volatility-specific tools, calibrating volatility surfaces across various options, and designing trading strategies to predict market trends. The ideal candidate has over 5 years of experience in quantitative research, a strong background in statistical modeling, and proficiency in Python. Competitive salary and benefits offered.