Description

Options Quant Researcher (HFT/MFT) | Proprietary Trading Firm | Remote

Overview

We are working with a leading proprietary trading firm seeking an Options Quant Researcher to join its systematic trading business.

The firm operates sophisticated HFT and MFT strategies across multiple asset classes and is investing heavily in the continued expansion of its options research capabilities. This role offers the opportunity to develop and deploy fully automated options strategies within a highly collaborative environment combining quantitative research, trading, and technology.

The successful candidate will play a key role in building systematic options strategies, conducting volatility research, and improving the firm's overall trading performance through rigorous quantitative analysis.

Responsibilities

• Research, develop, and optimise systematic options trading strategies
• Build and maintain volatility models and pricing frameworks
• Conduct research across:
  • Relative value strategies
  • Volatility arbitrage
  • Calendar spreads and term structure opportunities
  • Skew and smile trading
  • Statistical arbitrage within options markets
• Design and implement robust research pipelines, backtesting systems, and simulation frameworks
• Develop realistic trading simulations accounting for execution costs, market impact, spreads, latency, and partial fills
• Collaborate with traders, researchers, and engineers to improve strategy robustness and production performance
• Monitor live trading performance and iterate on models as market conditions evolve

Requirements

• Experience researching and developing systematic options strategies
• Strong understanding of options mathematics, volatility modelling, and derivatives markets
• Proven experience taking research ideas through the full lifecycle from hypothesis generation to production deployment
• Strong Python skills and experience with quantitative research libraries
• Experience with relative value, volatility, spread trading, or statistical arbitrage approaches
• Strong analytical and problem-solving skills
• Experience working in a systematic trading, hedge fund, or proprietary trading environment

Preferred Experience

• Experience working across HFT and/or MFT strategies
• Knowledge of market microstructure and execution-aware modelling
• Experience working with low-latency or execution-focused teams
• Familiarity with machine learning applications in trading research
• Experience across listed derivatives, equities, futures, or options markets

Why Apply?

• Opportunity to work on complex options and volatility trading problems
• Direct ownership of strategy development from research through deployment
• Access to advanced infrastructure, simulation environments, and engineering support
• Exposure to both HFT and MFT trading styles
• Fully remote environment with significant autonomy and impact

If you are interested in learning more, please apply directly or contact:

Jonathan Ekoh