Quantitative Researcher, Equity Volatility
At a glance
Mid-level Data Science role at Walleye Capital Full Time. New York · $125,000–$175,000 base.
dataroles summary, based on the employer's posting.
What you'll do
- Build and maintain pricing and analytics tools covering a range of volatility products
- Help users troubleshoot the available models and tools as their first point of contact
- Extend and analyze the available data to find ways to improve the models and tools
What you bring
- A degree in a quantitative subject such as mathematics, finance or another listed field
- Practical experience with derivative-pricing models, ideally in a fast-paced trading setting
- Strong financial modeling and quantitative analysis skills focused on equity derivatives
- Programming experience with Python, R or another listed language
Who this fits
This role suits a quantitative researcher focused on equity derivatives and volatility trading. It is based in New York.
From the employer
Firm Overview
Walleye Capital is a $17 billion+ multi-strategy investment firm headquartered in New York City, with over 400 employees across five main offices. Founded in 2005 as an options market maker, we have organically grown into a global investment firm specializing in Volatility, Fundamental Equities, and Quant strategies.
At Walleye, we continuously innovate by focusing on three core principles: approach, platform, and people. Our approach is to allocate risk capital where we believe there is not only a compelling opportunity, but also a clear ability to define our tangible edge. We seek to leverage the mathematical benefits of diversification while utilizing sophisticated infrastructure, technology, and our balance sheet to do so in a structurally advantageous way. Our platform, developed over two decades, is central to our operations, evolving alongside business complexities and technological advancements to support our team’s success. Our people are our greatest asset, and we’ve cultivated an environment that attracts top talent by balancing autonomy with collaboration, and intelligence with integrity.
Quantitative Researcher, Equity Volatility
We are seeking a Quantitative Researcher with a focus on equity derivatives to join our team. The ideal candidate will possess a strong background in derivative pricing models and have a deep understanding of the financial markets. This role involves working with both existing and new models, as well as related tools, to support our volatility trading business.
Responsibilities:
- Model development: Build and maintain pricing and analytics tools for a variety of volatility products.
- Technical support: Provide front-line support for users of the available tools and models.
- Data analysis: Utilize and extend rich data sets to identify further improvements.
Qualifications:
- Degree in quantitative fields such as Finance, Mathematics, Statistics, Physics, or Engineering.
- Hands-on work with derivative pricing models, preferably in a high-performance trading environment.
- Proficiency in financial modeling and quantitative analysis, particularly related to equity derivatives.
- Experience with programming languages such as Python, R, Java, or C++.
- Strong analytical skills and the ability to work with complex data sets.
- Excellent problem-solving abilities and attention to detail.
- Knowledge of pricing exotic options and fitting market data is highly valued but not mandatory.
Base salary: $125,000 – $175,000 plus a competitive bonus and comprehensive benefits package.
Walleye is an equal opportunity employer. Individuals seeking employment are considered without regard to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, sexual orientation, or any other category protected by applicable law.
If you require a reasonable accommodation to participate in any part of our hiring process, please contact hr@walleyecapital.com
Personal data you provide will be processed in accordance with Walleye Capital LLC’s Privacy Notice available at: https://www.walleyecapital.com/
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