Volatility Quant Researcher — Tooling & Signals

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

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.