We are looking for a Quantitative Researcher to join our Options stream. The role demands sharp analytical skills, a relentless commitment to excellence, and a passion for uncovering hidden patterns in the data, and prior experience in options. If you are driven by intellectual challenges and thrive in solving complex problems, this role offers an unparalleled opportunity.Our team values determination, precision, and the ability to think critically and creatively. While the work is demanding, the rewards are significant, both in the impact of your contributions and the growth you’ll achieve in this collaborative and high-performance environment. We rely on people’s autonomy and provide freedom to create the best algorithms in finance, while truly being attentive to a fundamentally important asset - communication.LocationLondon, UK (Hybrid mode with 3 days in-office requirement)Key ResponsibilitiesLead 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 RequirementsPhysics, Mathematics, Computer Science, Engineering or other technical degreeMath skills: statistics, linear algebra, optimization etcMinimum of 4 years of quantitative research or trading experience in systematic tradingDeep expertise in options, including volatility surface, and derivatives pricing methodsStrong programming skills in Python, with experience handling large, complex datasetsSolid understanding of risk management principles in derivatives tradingAbility to work effectively across research, trading, and technology teamsExceptional analytical, problem-solving, and critical-thinking skillsNice to have RequirementsPhd in Physics, Mathematics, Computer Science, Engineering or similar areaExperience deploying systematic options strategies into production trading environmentsFamiliarity with market microstructure and low-latency execution in derivativesKnowledge of machine learning techniques and their application to options tradingExperience mentoring or leading a quant research teamWhat you’ll getOn-site presence of experienced and skilled Portfolio Managers to brainstorm withBuild Strategies while becoming the best at what you do with a potential to run your own desk and become a Portfolio Manager in no timeCIO, CRO and executive team as your advisorsWhat makes you a matchYou are a stellar professional at what you doDifficult problems make you excitedYou have A LOT of passion and driveBenefitsHealth insuranceFlexible sick time policyOffice Lunches #J-18808-Ljbffr