Quantitative Researcher

Lead Quantitative Researcher [HFT Options & Vol] A leading systematic fund in New York is expanding after generating approximately $4.5B in profits last month. The firm is hiring a Lead Quantitative Researcher to scale high-frequency option vol strategies.Compensation: $350K base$850K to $xxM guaranteed packages.Sign-on/buyout, performance bonus, and potential P&L participationWill wait up to 15 months for a non competesResponsibilities:Research HFT options and volatility strategies across global markets.Develop signals using volatility surfaces, order-book dynamics, market microstructure, and cross-asset data.Improve options pricing, volatility forecasting, execution, hedging, and real-time risk models.Own research from hypothesis and backtesting through live deployment.Ideal Candidate:Proven quantitative research experience in options, volatility, market making, or HFT.Expertise in derivatives pricing, statistics, time-series analysis, and market microstructure.Strong Python skills; (LLMs and C++ are a plus not a requirement)Track record of translating research into profitable trading strategies.Advanced degree in a highly quantitative discipline