Quantitative Researcher - Volatility (USA)
At a glance
Mid-level Data Science role at Trexquant Investment. Stamford · full-time · $130,000–$200,000 base.
dataroles summary, based on the employer's posting.
What you'll do
- Build and maintain in-house pricing and analytics tools for volatility research
- Fit implied-volatility surfaces for single-stock, index and ETF options
- Turn models into usable backtesting and live-trading systems with developers
- Use financial datasets and trading signals to find volatility opportunities and test strategies
- Study quantitative-finance research, run simulations and improve models with new data and methods
What you bring
- A bachelor's, master's or doctoral degree in a STEM discipline
- At least five years conducting quantitative research focused on volatility markets
- Strong Python skills, statistical modeling ability and knowledge of options pricing and volatility models
Who this fits
This mid-level, on-site role suits a quantitative researcher focused on volatility modeling and options trading. You’ll work independently and alongside other researchers and developers. The role is based in Stamford, with New York City also offered as an office option.
From the employer
We are seeking a highly skilled and motivated Quantitative Researcher to join our Volatility team. This role will be pivotal in helping to scale up a growing Volatility focused research group, and will work closely with our Head of Volatility to execute on our strategic roadmap. The role will focus on building volatility specific tooling, as well as on researching signals & strategies for trading within the volatility markets. The ideal candidate will have expertise in volatility modeling, statistical analysis, and a deep understanding of volatility market dynamics.
Responsibilities
- Build and maintain proprietary pricing/analytics tooling for volatility research.
- Calibrate implied volatility surfaces across single stock, index, ETF options and more. Work with developers to productionize models and integrate them into backtesting and live trading systems.
- Design, implement, and optimize trading strategies to predict volatility market trends using extensive financial data and a wide array of trading signals.
- Parse and analyze large datasets to identify actionable alpha signals and develop strategies for volatility trading.
- Explore and apply cutting-edge academic research in quantitative finance to assess, refine, and enhance the profitability of trading strategies.
- Continuously innovate and improve existing models by integrating new data sources and advanced techniques to boost performance and scalability.
- Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis.
Requirements
- BS/MS/PhD degree in a STEM field.
- 5+ years of experience in quantitative research, specifically focused on volatility markets.
- Proficiency in programming languages like Python and statistical modeling.
- Experience with industry volatility models; strong understanding of options pricing.
- Familiarity with C++ a nice to have.
- Strong problem-solving skills with an ability to work effectively both independently and as part of a team.
Benefits
- Competitive salary, plus bonus based on individual and company performance.
- Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
- PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
- Pre-Tax Commuter Benefits – making your commute smoother.
Applications are open for both Stamford and New York City offices, the latter with a planned opening in October 2026.
The base salary for this role is $130,000 to $200,000, and will be determined based on the candidate’s educational background and professional experience. Base salary is one component of Trexquant’s total compensation package, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt.
Trexquant is an Equal Opportunity Employer
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