Senior Quantitative Researcher - Options Volatility

Our client is seeking a skilled Senior Quantitative Researcher to join their options team, playing a vital role in defining the desk's strategic direction. With substantial profitability, the team is poised for rapid expansion and innovation. In this role, you will collaborate closely with the Options Trading team, concentrating on a range of options volatility strategies for a highly profitable desk. This position offers exceptional exposure within a leading firm recognised for its excellence in the industry, with great potential for progression.

Key Responsibilities:

• Collaborate with the Options Trading team to create and refine effective pricing models and signal processing approaches.
• Engage with risk management and execution teams to ensure alignment of strategies with market dynamics and operational needs.
• Lead the design and enhancement of quantitative strategies to boost alpha generation in options volatility.
• Continuously evaluate and improve models and strategies in response to changing market conditions.

Qualifications:

• Proven track record as a quantitative researcher specializing in options volatility.
• Strong programming skills in languages such as Python or C++.
• Advanced academic credentials (PhD or Master's) in a quantitative or technical field, including Computer Science, Engineering, Mathematics, Statistics, or Physics.
• Exceptional communication skills that facilitate collaboration across diverse teams and enable effective problem-solving for complex challenges.

This is an excellent opportunity for an experienced quantitative researcher to make a meaningful impact in the options volatility domain. If you are motivated to advance your career in algorithmic trading and are seeking a challenging, high-impact role, we invite you to apply.