Trexquant

Quantitative Researcher - Volatility (USA)

Stamford, Connecticut, United States

Sponsorship not specified$130k-$200kDetected 279 days ago

PythonC++StatisticsResearchProblem Solving

About the role

This role will be pivotal in helping to scale up a growing Volatility focused research group, and will work closely with our Head of Volatility to execute on our strategic roadmap.
The ideal candidate will have expertise in volatility modeling, statistical analysis, and a deep understanding of volatility market dynamics.
Calibrate implied volatility surfaces across single stock, index, ETF options and more.

The role will focus on building volatility specific tooling, as well as on researching signals & strategies for trading within the volatility markets.
Build and maintain proprietary pricing/analytics tooling for volatility research.
Design, implement, and optimize trading strategies to predict volatility market trends using extensive financial data and a wide array of trading signals.
Parse and analyze large datasets to identify actionable alpha signals and develop strategies for volatility trading.
Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis.

BS/MS/PhD degree in a STEM field.
5+ years of experience in quantitative research, specifically focused on volatility markets.
Proficiency in programming languages like Python and statistical modeling.
Experience with industry volatility models; strong understanding of options pricing.

Competitive salary, plus bonus based on individual and company performance.
PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
Pre-Tax Commuter Benefits - making your commute smoother.
The base salary for this role is $130,000 to $200,000, and will be determined based on the candidate's educational background and professional experience.
Base salary is one component of Trexquant's total compensation package, which may also include a discretionary, performance-based bonus.

We are seeking a highly skilled and motivated Quantitative Researcher to join our Volatility team.
Strong problem-solving skills with an ability to work effectively both independently and as part of a team.

This listing is sourced directly from Trexquant's careers page and normalized into a canonical job model.