Options Quantitative Strategist
Skills
About the Role
As a Quantitative Strategist on the Options desk, you will collaborate with experienced traders, quants, and developers in a collegiate and collaborative environment that encourages cross-team exposure globally. You will apply your observational skills and modern statistical methods to build predictive models, generate volatility signals, and translate them into viable trading strategies. You will analyze and optimize existing signals to drive strategy performance improvements, identify the best opportunities to improve volatility pricing models, calibrate strategies across different products, adapt to changing market regimes, and work with the team to implement and integrate new signals into the current trading infrastructure.
Requirements
- Minimum 3-5 years of experience in quantitative research at an OAMM (Options Automated Market Maker)
- Familiarity with India options market is a plus
- Advanced degree (preferably PhD) in Science, Mathematics, Engineering, or other quantitative field
- Proven track record building volatility and/or delta signals as an options market making quant
- Good understanding of options pricing theory
- Experience analyzing large datasets to systematically identify new patterns
- Proficient in programming, Python, Java or C++ preferred
- Exceptional quantitative, mathematical, and problem-solving skills
Responsibilities
- Apply observational skills and modern statistical methods to build predictive models, generate volatility signals, and translate them into viable trading strategies
- Analyze and optimize existing signals to drive strategy performance improvements
- Identify best opportunities to improve existing volatility pricing models
- Calibrate strategies across different products and adapt to changing market regimes
- Collaborate with the team to implement and integrate new signals into the current trading infrastructure
