Senior Quantitative Researcher, Options

New Today

Location London, UK (Hybrid mode with 3 days in-office requirement) Key Responsibilities
Lead the research and development of systematic options trading strategies across US and global markets. Apply advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha. Conduct rigorous backtesting, stress testing, and statistical validation of strategies. Collaborate with technologists to implement research into production-ready trading systems with robust execution. Enhance portfolio construction and risk management frameworks for options books. Contribute to the evolution of Teza’s options research platform, embedding innovation into live strategies. Mentor junior researchers and drive the continuous improvement of research practices, infrastructure, and tools.
Basic Requirements
Physics, Mathematics, Computer Science, Engineering or other technical degree Math skills: statistics, linear algebra, optimization etc. Minimum of 4 years of quantitative research or trading experience in systematic trading Deep expertise in options, including volatility surface, and derivatives pricing methods Strong programming skills in Python, with experience handling large, complex datasets Solid understanding of risk management principles in derivatives trading Ability to work effectively across research, trading, and technology teams Exceptional analytical, problem-solving, and critical-thinking skills
Nice To Have Requirements
PhD in Physics, Mathematics, Computer Science, Engineering or similar area Experience deploying systematic options strategies into production trading environments Familiarity with market microstructure and low-latency execution in derivatives Knowledge of machine learning techniques and their application to options trading Experience mentoring or leading a quant research team
What You’ll Get
On-site presence of experienced and skilled Portfolio Managers to brainstorm with Build strategies while becoming the best at what you do with a potential to run your own desk and become a Portfolio Manager in no time CIO, CRO and executive team as your advisors
What Makes You a Match
You are a stellar professional at what you do Difficult problems make you excited You have A LOT of passion and drive
Benefits
Health insurance Flexible sick time policy Office Lunches
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Location:
Greater London
Job Type:
FullTime

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