Quantitative Researcher - Volatility (USA) at TREXQUANT INVESTMENT LP

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

08 Apr, 26

Salary

200000.0

Posted On

08 Jan, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Research, Volatility Modeling, Statistical Analysis, Options Pricing, Programming, Python, C++, Data Analysis, Trading Strategies, Financial Data, Alpha Signals, Academic Research, Model Calibration, Tooling Development, Problem-Solving, Team Collaboration

Industry

Financial Services

Description

We are seeking a highly skilled and motivated Quantitative Researcher to join our Volatility team. This role will be pivotal in helping to scale up a growing Volatility focused research group, and will work closely with our Head of Volatility to execute on our strategic roadmap. The role will focus on building volatility specific tooling, as well as on researching signals & strategies for trading within the volatility markets. The ideal candidate will have expertise in volatility modeling, statistical analysis, and a deep understanding of volatility market dynamics. 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. 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. Familiarity with C++ a nice to have. Strong problem-solving skills with an ability to work effectively both independently and as part of a team. 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. Applications are now open for our NYC office that’s opening in September 2026. The base salary range is $130,000 to $200,000, depending on candidates’ educational and professional background. Base salary is only one part of Trexquant’s total compensation, which may include a discretionary and performance based bonus. Trexquant is an Equal Opportunity Employer.

Responsibilities

The Quantitative Researcher will build and maintain proprietary pricing and analytics tooling for volatility research and design trading strategies to predict market trends. They will also collaborate with a team to conduct experiments and refine strategies through data analysis.