We're looking for a Mid-Senior Quant Researcher specializing in options, with hands-on experience turning original strategy ideas into fully automated, production strategies in TradFi markets – working close to trading throughout.



The mandate is to help build a single, unified options quoting/pricing engine that prices across all strikes, expiries, and underlyings, driven by a relative-value view on implied volatility across instruments in a unified delta order book (spot / futures / option legs).

The alpha stack spans:

• Index vol arbitrage (IV differences between instruments) + single-stock IV ranking
• Calendar / term-structure spreads
• Skew (smile) arbitrage
• Implied Volatility vs. Realized Volatility
• Correlation via dispersion trading

We expect the candidate to do some subset of these things:

• Own end-to-end options strategy research: hypothesis → data → mo...