Scaling up a growing Volatility focused research group and executing on a strategic roadmap by building volatility specific tooling and researching signals & strategies for trading within the volatility markets.
Requirements
- Proficiency in programming languages like Python and statistical modeling.
- Experience with industry volatility models; strong understanding of options pricing.
- Familiarity with C++ a nice to have.
Responsibilities
- Build and maintain proprietary pricing/analytics tooling for volatility research.
- Calibrate implied volatility surfaces across single stock, index, ETF options and more.
- Work with developers to productionize models and integrate them into backtesting and live trading systems.
- 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.
- Explore and apply cutting-edge academic research in quantitative finance to assess, refine, and enhance the profitability of trading strategies.
- Continuously innovate and improve existing models by integrating new data sources and advanced techniques to boost performance and scalability.
Other
- 5+ years of experience in quantitative research, specifically focused on volatility markets.
- Strong problem-solving skills with an ability to work effectively both independently and as part of a team.
- Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis.
