Quantitative Researcher – Options Market-Making Strategies (New York, Chicago, or London)
: Job Details :

Job Description: A leading HFT market-making firm is seeking an exceptional Quant Researcher to join their cutting-edge systematic options market-making team.

This is a high-impact position within the rapidly growing volatility trading group. You'll be part of a centralised team that operates with significant autonomy and aims to revolutionize options market-making and work on developing pricing algorithms, volatility fitting models and expanding to all types of options in Equities, Fixed Income, Futures and FX.

Working closely with the team lead, you'll leverage your expertise in equity, index, and ETF options markets to model complex volatility surfaces, develop innovative pricing models, and create adaptive market-making algorithms. Your focus will be on designing and implementing sophisticated strategies that can react to market microstructure in microseconds while effectively managing risk over longer time horizons.

Skills and Experience Required

• 3-8 years of quant research experience in options markets or related volatility products
• Advanced proficiency in C++/Python
• Deep understanding of options pricing theory, volatility modeling, and statistical arbitrage techniques
• Strong background in stochastic calculus, numerical methods, and machine learning
• Experience with low-latency systems and high-frequency data analysis is highly desirable
• Advanced degree (Ph.D. preferred) in Mathematics, Physics, Computer Science, or related quantitative field