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greenhouse

Quantitative Researcher

MA Capital
New York City, USA
Mid · 3–5 years experience
Onsite
Discovered 3 weeks ago

Full Job Posting

Key Responsibilities

  • Research and develop systematic trading strategies across SPX options, VIX options, and related index products
  • Develop signals using volatility surfaces, skew, term structure, relative value, cross-market relationships, market microstructure, and other statistical relationships
  • Build and improve fair-value, pricing, and predictive models for options and volatility products
  • Backtest strategies using realistic assumptions around transaction costs, liquidity, market impact, and execution
  • Take research from initial hypothesis through validation, production implementation, and live trading
  • Analyze live strategy performance, P&L drivers, drawdowns, and changing market conditions, and refine strategies accordingly
  • Work closely with traders and engineers to improve pricing, signals, execution, hedging, and risk management
  • Contribute to a repeatable research process for efficiently testing and deploying new strategies

Required Qualifications

  • Bachelor’s, Master’s, or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering, or a related quantitative discipline.
  • 3–5 years of quantitative research experience at a proprietary trading firm, hedge fund, market maker, or other quantitative trading firm
  • Direct experience researching SPX and/or VIX options strongly preferred
  • Demonstrated experience developing systematic strategies that were deployed in production and generated positive live trading PL
  • Strong understanding of options pricing, implied volatility, volatility surfaces, skew, term structure, Greeks, and hedging
  • Experience with systematic options strategies, relative value, statistical arbitrage, or volatility trading
  • Strong understanding of transaction costs, execution, liquidity, and market microstructure
  • Experience working with large options and futures datasets
  • Ability to take a research idea from hypothesis through backtesting, validation, and production
  • Experience with SPX options market making or systematic trading
  • Experience with VIX options and VIX futures
  • Experience developing index volatility or relative-value strategies
  • Experience with 0DTE or short-dated options
  • Experience with volatility surface modeling, skew, or term-structure strategies
  • Experience researching SPX/VIX cross-market relationships
  • Experience with intraday options strategies or options market microstructure
  • Experience applying machine learning to options or volatility markets
  • Experience within a high-performing options or volatility trading team
  • What We Value
  • Research Ownership: Take ideas from initial hypothesis through live implementation
  • Trading Mindset: Focus on identifying genuine trading edge rather than optimizing backtests
  • Analytical Rigor: Understand statistical validity, execution costs, market impact, and changing market conditions
  • Collaboration: Work effectively with traders, researchers, and engineers
  • Intellectual Curiosity: Challenge assumptions and investigate why a strategy works
  • Why Join Us?
  • High Ownership: Direct responsibility for researching and developing strategies within our SPX and VIX options business
  • Established Infrastructure: Access to market data, pricing models, risk systems, and execution infrastructure
  • Research to Production: Opportunity to take strategies from initial research through live deployment and trading
  • Global Platform: Work within a multi-region trading environment with co-location and global market connectivity
  • Collaborative Environment: Work closely with experienced traders and engineers in a highly technical setting
  • Comprehensive Health Coverage: Medical, dental, and vision insurance
  • 401(k) Retirement Plan: Supporting long-term financial security

Nice to Have

  • Experience with SPX options market making or systematic trading
  • Experience with VIX options and VIX futures
  • Experience developing index volatility or relative-value strategies
  • Experience with 0DTE or short-dated options
  • Experience with volatility surface modeling, skew, or term-structure strategies
  • Experience researching SPX/VIX cross-market relationships
  • Experience with intraday options strategies or options market microstructure
  • Experience applying machine learning to options or volatility markets
  • Experience within a high-performing options or volatility trading team
  • What We Value
  • Research Ownership: Take ideas from initial hypothesis through live implementation
  • Trading Mindset: Focus on identifying genuine trading edge rather than optimizing backtests
  • Analytical Rigor: Understand statistical validity, execution costs, market impact, and changing market conditions
  • Collaboration: Work effectively with traders, researchers, and engineers
  • Intellectual Curiosity: Challenge assumptions and investigate why a strategy works
  • Why Join Us?
  • High Ownership: Direct responsibility for researching and developing strategies within our SPX and VIX options business
  • Established Infrastructure: Access to market data, pricing models, risk systems, and execution infrastructure
  • Research to Production: Opportunity to take strategies from initial research through live deployment and trading
  • Global Platform: Work within a multi-region trading environment with co-location and global market connectivity
  • Collaborative Environment: Work closely with experienced traders and engineers in a highly technical setting
  • Comprehensive Health Coverage: Medical, dental, and vision insurance
  • 401(k) Retirement Plan: Supporting long-term financial security

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