Trexquant
Quantitative Researcher - Volatility (USA)
$130K–$200K
Stamford, Connecticut +1 · Full-time · Posted Oct 16, 2025
- Location
- Stamford, Connecticut
New York, New York - Experience
- 5+ years in quantitative research, specifically focused on volatility markets.
- Education
- BS/MS/PhD degree in a STEM field.
About the job
Research and develop volatility-trading models, tools, and strategies, including calibrating implied volatility surfaces and bringing models into backtesting and live trading systems.
What you'll do
- Build proprietary volatility pricing and analytics tools; calibrate implied volatility surfaces.
- Develop, backtest, and refine volatility trading strategies and alpha signals using financial data and research.
- Work with developers and quantitative researchers to productionize models and improve their performance and scalability.
What they ask for
- BS/MS/PhD degree in a STEM field.
- 5+ years of quantitative research experience specifically focused on volatility markets.
- Proficiency in Python and statistical modeling.
- Experience with industry volatility models and strong understanding of options pricing.
Nice to have
- Familiarity with C++.
Pay
USD $130,000 to $200,000 base salary
Tools
Python, C++
Model-written summary · the original posting is authoritative