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Senior Options Quantitative Researcher

Tower Research Capital
🇺🇸New YorkSeniorFull-time$120k–$180kPosted September 19, 2023

About the Role

Tower Research Capital seeks an experienced Options Quantitative Researcher to join a leading quantitative trading firm. In this role, you will develop options pricing and risk models, improve real-time volatility valuation and fitting, and research short to mid-frequency volatility alphas. You will collaborate with other traders and quantitative researchers to optimize existing strategies and mentor junior traders and quantitative researchers as part of a growing options business.

Requirements

  • 3+ years of experience in a quantitative research role with a focus on options pricing, volatility surfaces, and risk management
  • Experience in researching predictive volatility alphas over various time horizons
  • Understanding of the practical considerations required in implementing and executing trading signals
  • Expertise in detailed implementations of numerical pricing for American options
  • Ability to work with large multi-faceted datasets
  • Passion and drive to take a leading role in a growing options business
  • Relevant programming experience, preferably in Python and/or C++
  • Excellent attention to detail

What You'll Get

  • $120k–$180k base salary
  • Generous paid time off policies
  • Savings plans and other financial wellness tools available in each region
  • Hybrid working opportunities
  • Free breakfast, lunch, and snacks daily
  • In-office wellness experiences and reimbursement for select wellness expenses (e.g., gym, personal training and more)
  • Company-sponsored sports teams and fitness events (JPM Corporate Challenge, Cycle for Survival, Wall Street Rides FAR and more)
  • Volunteer opportunities and charitable giving
  • Social events, happy hours, treats, and celebrations throughout the year
  • Workshops and continuous learning opportunities