Options Quant Researcher
Core
Build a unified options quoting/pricing engine and deploy automated relative-value strategies in TradFi markets.
Role type
Mid-Senior Quant Researcher (Options/Relative Value)
Builds
Production automated strategies and a unified options pricing engine
Domain
Financial Markets / Options / Relative Value / Statistical Arbitrage
Deliverable
production ML models | product features
Required skills
Python, NumPy, pandas, SciPy, option pricing theory, volatility surface calibration, backtesting, feature engineering, execution modeling
Preferred skills
PyTorch, TensorFlow, LightGBM, low-latency execution modeling, portfolio margining optimization
Technologies
Python, NumPy, pandas, matplotlib, SciPy, QuantLib, PyTorch, TensorFlow, LightGBM
Responsibilities
Own end-to-end options strategy research from hypothesis to live monitoring; Build and maintain mid-frequency automated strategies; Calibrate volatility surfaces (SVI/SSVI); Translate strategy output into execution routing; Design robust signal research pipelines; Debug research outputs under live conditions
Seniority
Mid-Senior, hands-on IC
