Trexquant Investment LP · 19 hours ago
Quantitative Researcher - Volatility (USA)
Stamford, CT
Full-time
Onsite
Senior Level
$130K/yr - $200K/yr
5+ years expTrexquant Investment LP is seeking a highly skilled and motivated Quantitative Researcher to join their Volatility team. This role will focus on building volatility specific tooling and researching signals & strategies for trading within the volatility markets.
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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
Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis
Qualification
Required
BS/MS/PhD degree in a STEM field
5+ years of experience in quantitative research, specifically focused on volatility markets
Proficiency in programming languages like Python and statistical modeling
Experience with industry volatility models; strong understanding of options pricing
Strong problem-solving skills with an ability to work effectively both independently and as part of a team
Preferred
Familiarity with C++ a nice to have
Benefits
Competitive salary, plus bonus based on individual and company performance
Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets
PPO Health, dental and vision insurance premiums fully covered for you and your dependents
Pre-Tax Commuter Benefits - making your commute smoother
Company
Trexquant Investment LP
Trexquant Investment LP is an Investment Management company.
51-200 employees
Funding
Current Stage
Growth StageLeadership Team
T
Tyger Park
Chief Executive Officer
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