Quantitative Researcher, Systematic Volatility (Single Stock Options)
We are partnering with a leading multi-manager hedge fund seeking a Quantitative Researcher to join a growing systematic volatility trading team. This individual will be responsible for developing and enhancing alpha signals, quantitative models, and trading strategies focused on single stock options across global markets.
The ideal candidate will have experience operating within a trading pod or similarly fast-paced investment environment, with a proven track record of contributing directly to systematic trading and research initiatives.
Responsibilities

• Conduct original research to identify and develop alpha signals within single stock options markets.
• Design, test, and implement systematic volatility trading strategies.
• Analyze large-scale market, options, and alternative datasets to uncover predictive relationships.
• Build and enhance modeling frameworks covering volatility forecasting, option pricing, risk management, and portfolio construction.
• Partner closely with portfolio managers and traders to translate research into production trading strategies.
• Monitor live strategies and continuously improve model performance and execution efficiency.
• Develop research infrastructure and tooling to support large-scale quantitative analysis.

Requirements

• 4+ years of experience in quantitative research, systematic trading, or a closely related role within a hedge fund, proprietary trading firm, market maker, or systematic investment team.
• Strong understanding of options markets, volatility dynamics, option greeks, and derivatives modeling.
• Experience researching and deploying systematic trading strategies within a live trading environment.
• Advanced programming skills in Python, with strong data analysis and research capabilities.
• Strong knowledge of statistics, machine learning, optimization, and predictive modeling techniques.
• Experience working with large financial datasets and building scalable research workflows.
• Demonstrated ability to generate investment ideas and contribute directly to trading performance.
• Bachelor's, Master's, or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Finance, or a related quantitative discipline.

Preferred Qualifications

• Prior experience researching alpha signals within single stock options or equity derivatives markets.
• Familiarity with volatility surface modeling, implied volatility forecasting, dispersion strategies, or relative value volatility opportunities.
• Experience using alternative datasets to generate predictive signals.
• Exposure to production trading systems and systematic portfolio management processes.
• Strong understanding of market microstructure and options execution considerations.