Quantitative Researcher

Lead Quantitative Researcher [HFT Options & Vol]

A leading systematic fund in New York is expanding after generating approximately $4.5B in profits last month. The firm is hiring a Lead Quantitative Researcher to scale high-frequency option vol strategies.

Compensation:

• $350K base
• $1M to $1.5M guaranteed packages.
• Sign-on/buyout, performance bonus, and potential P&L participation
• Will wait up to 15 months for a non competes

Responsibilities:

• Research HFT option vol strategies across global markets.
• Develop signals using volatility surfaces, order-book dynamics, market microstructure, and cross-asset data.
• Improve options pricing, volatility forecasting, execution, hedging, and real-time risk models.
• Own research from hypothesis and backtesting through live deployment.

Ideal Candidate:

• Proven quantitative research experience in options, volatility, market making, or HFT.
• Expertise in derivatives pricing, statistics, time-series analysis, and market microstructure.
• Strong Python skills; (LLMs and C++ are a plus not a requirement)
• Track record of translating research into profitable trading strategies.
• Advanced degree in a highly quantitative discipline