HFT Options Quant Researcher

2 weeks ago

New York, NY, United States Selby Jennings Full time
HFT Options Quant Researcher - Single Stock / ETF

Location: New York or London
Type: Full-Time

Timeline: ASAP (0-6 months noncompete)

Experience: 3-6 years

Opportunity

Join a fast-moving, globally collaborative trading team expanding into options and ETF markets with a presence across several financial hubs. The group operates without silos; researchers, engineers, and traders work together to build high-frequency strategies with a focus on execution and signal monetization.

Their trading DNA is rooted in market-taking strategies, with increasing interest in market making and intraday models that carry minimal overnight risk. This role is ideal for someone with hands-on experience in options volatility modeling and trading, looking to contribute directly to strategy development and deployment.

Responsibilities
  • Volatility Surface Modeling: Design and calibrate models for implied volatility surfaces across single stock, index, and ETF options and productionize models for deployment across multiple markets.
  • Execution and Monetization: Collaborate with execution teams to monetize signals through optimal trade scheduling and routing; Develop and refine execution strategies for options trading.
  • Work with developers to integrate models into backtesting and live trading systems.
  • Design hedging frameworks and monitor real-time risk.
  • Analyze performance and contribute to strategy improvements.
Ideal Candidates:
  1. Recently/Formerly working at HFT/Market Maker as a QR for US Single Stock/ETF Options - Zero/under 6 months left on noncompete
  2. Currently working at a Global Investment Bank Market Making group on Index vol desk/single stock vol desk who have been designing and fitting the vol surface


What We're Looking For
  • 3-5 years of experience in options trading or vol modeling.
  • Strong understanding of options pricing and market microstructure.
  • Experience with vol models (e.g., SVI, SABR, GARCH).
  • Solid programming skills (Python, C++).
  • Background in a quantitative field (Math, Physics, CS, etc.).

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