HFT Options Quant Researcher - Single Stock / ETF
Location: New York or London
Type: Full-Time
Timeline: ASAP (0-6 months noncompete)
Experience: 3-6 years
Opportunity
Join a fast-moving, globally collaborative trading team expanding into options and ETF markets with a presence across several financial hubs. The group operates without silos; researchers, engineers, and traders work together to build high-frequency strategies with a focus on execution and signal monetization.
Their trading DNA is rooted in market-taking strategies, with increasing interest in market making and intraday models that carry minimal overnight risk. This role is ideal for someone with hands-on experience in options volatility modeling and trading, looking to contribute directly to strategy development and deployment.
Responsibilities
• Volatility Surface Modeling: Design and calibrate models for implied volatility surfaces across single stock, index, and ETF options and productionize models for deployment across multiple markets.
• Execution and Monetization: Collaborate with execution teams to monetize signals through optimal trade scheduling and routing; Develop and refine execution strategies for options trading.
• Work with developers to integrate models into backtesting and live trading systems.
• Design hedging frameworks and monitor real-time risk.
• Analyze performance and contribute to strategy improvements. Ideal Candidates:
• Recently/Formerly working at HFT/Market Maker as a QR for US Single Stock/ETF Options - Zero/under 6 months left on noncompete
• Currently working at a Global Investment Bank Market Making group on Index vol desk/single stock vol desk who have been designing and fitting the vol surface
What We're Looking For
• 3-5 years of experience in options trading or vol modeling.
• Strong understanding of options pricing and market microstructure.
• Experience with vol models (e.g., SVI, SABR, GARCH).
• Solid programming skills (Python, C++).
• Background in a quantitative field (Math, Physics, CS, etc.).
