Senior QR

Overview

We are working with a leading proprietary trading firm seeking an options quant researcher to join its systematic trading business. The firm operates sophisticated HFT and MFT strategies across multiple asset classes and is investing heavily in the continued expansion of its options research capabilities. This role offers the opportunity to develop and deploy fully automated options strategies within a highly collaborative environment combining quantitative research, trading, and technology.

The successful candidate will play a key role in building systematic options strategies, conducting volatility research, and improving the firm's overall trading performance through rigorous quantitative analysis.

Responsibilities

Research, develop, and optimise systematic options trading strategies

Build and maintain volatility models and pricing frameworks

Conduct research across:

Relative value strategies

Volatility arbitrage

Calendar spreads and term structure opportunities

Skew and smile trading

Statistical arbitrage within options markets

Design and implement robust research pipelines, backtesting systems, and simulation frameworks

Develop realistic trading simulations accounting for execution costs, market impact, spreads, latency, and partial fills

Collaborate with traders, researchers, and engineers to improve strategy robustness and production performance

Monitor live trading performance and iterate on models as market conditions evolve

Requirements

Experience researching and developing systematic options strategies

Strong understanding of options mathematics, volatility modelling, and derivatives markets

Proven experience taking research ideas through the full lifecycle from hypothesis generation to production deployment

Strong Python skills and experience with quantitative research libraries

Experience with relative value, volatility, spread trading, or statistical arbitrage approaches

Strong analytical and problem-solving skills

Experience working in a systematic trading, hedge fund, or proprietary trading environment

Preferred Experience

Experience working across HFT and/or MFT strategies

Knowledge of market microstructure and execution-aware modelling

Experience working with low-latency or execution-focused teams

Familiarity with machine learning applications in trading research

Experience across listed derivatives, equities, futures, or options markets

Why apply?

Opportunity to work on complex options and volatility trading problems

Direct ownership of strategy development from research through deployment

Access to advanced infrastructure, simulation environments, and engineering support

Exposure to both HFT and MFT trading styles

Fully remote environment with significant autonomy and impact