Senior Quantitative Researcher, Options

Grupo Galvão
London
2 days ago
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Location

London, UK (Hybrid mode with 3 days in-office requirement)


Key Responsibilities

  • Lead the research and development of systematic options trading strategies across US and global markets.
  • Apply advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.
  • Conduct rigorous backtesting, stress testing, and statistical validation of strategies.
  • Collaborate with technologists to implement research into production-ready trading systems with robust execution.
  • Enhance portfolio construction and risk management frameworks for options books.
  • Contribute to the evolution of Teza’s options research platform, embedding innovation into live strategies.
  • Mentor junior researchers and drive the continuous improvement of research practices, infrastructure, and tools.

Basic Requirements

  • Physics, Mathematics, Computer Science, Engineering or other technical degree
  • Math skills: statistics, linear algebra, optimization etc.
  • Minimum of 4 years of quantitative research or trading experience in systematic trading
  • Deep expertise in options, including volatility surface, and derivatives pricing methods
  • Strong programming skills in Python, with experience handling large, complex datasets
  • Solid understanding of risk management principles in derivatives trading
  • Ability to work effectively across research, trading, and technology teams
  • Exceptional analytical, problem-solving, and critical-thinking skills

Nice To Have Requirements

  • PhD in Physics, Mathematics, Computer Science, Engineering or similar area
  • Experience deploying systematic options strategies into production trading environments
  • Familiarity with market microstructure and low-latency execution in derivatives
  • Knowledge of machine learning techniques and their application to options trading
  • Experience mentoring or leading a quant research team

What You’ll Get

  • On-site presence of experienced and skilled Portfolio Managers to brainstorm with
  • Build strategies while becoming the best at what you do with a potential to run your own desk and become a Portfolio Manager in no time
  • CIO, CRO and executive team as your advisors

What Makes You a Match

  • You are a stellar professional at what you do
  • Difficult problems make you excited
  • You have A LOT of passion and drive

Benefits

  • Health insurance
  • Flexible sick time policy
  • Office Lunches


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