Senior Options Quantitative Researcher (Options Trading)

Location: New York or Chicago; hybrid working opportunities

Salary: $120,000–$180,000 annual base salary in New York, plus eligible discretionary bonus

Company

Quantitative trading firm building electronic trading infrastructure, research platforms, and systematic trading strategies for global markets.

What you will do

• Develop options pricing and risk models.
• Improve real-time volatility valuation and fitting.
• Research short- to mid-frequency volatility alphas across multiple time horizons.
• Collaborate with traders and quantitative researchers to optimize existing strategies.
• Mentor junior traders and quantitative researchers.

Requirements

• 3+ years of quantitative research experience focused on options pricing, volatility surfaces, and risk management.
• Experience researching predictive volatility alphas over various time horizons.
• Understanding of practical considerations for implementing and executing trading signals.
• Expertise in detailed numerical pricing implementations for American options.
• Ability to work with large, multifaceted datasets.
• Relevant programming experience, preferably in Python and/or C++, with excellent attention to detail.

Culture & Benefits

• Generous paid time off policies.
• Savings plans and financial wellness tools available in each region.
• Free breakfast, lunch, and snacks daily.
• In-office wellness experiences and reimbursement for selected wellness expenses.
• Company-sponsored sports teams, fitness events, volunteer opportunities, and charitable giving.
• Social events, workshops, and continuous learning opportunities.