Quantitative Developer - Equity Derivatives

**Quantitative Developer – Equity Derivatives Single Stock Options New York Hybrid**

We are working a leading investment firm to identify a Quantitative Developer for their single stock options desk. This is a high-impact seat combining quantitative research support with hands-on platform development — contributing to a greenfield build of the firm’s backtesting and strategy production infrastructure at an early and influential stage.

What You’ll Be Doing

• Designing and building a greenfield backtesting framework for single stock options strategies from the ground up
• Productionising quantitative strategies developed by the research team — translating research-grade code into robust, scalable production systems
• Building and maintaining analytics tools and data services supporting options strategy development and performance attribution
• Partnering directly with quant researchers and portfolio managers to understand strategy requirements and deliver reliable analytical infrastructure
• Handling large-scale equity and options datasets — ensuring data quality, integrity, and efficient processing
• Contributing to the ongoing evolution of the quantitative research and execution platform

What We Are Looking For

• Proven experience building backtesting frameworks from scratch — not configuring existing platforms, but designing and engineering the architecture end to end
• Strong Python proficiency in a production quantitative environment
• Deep understanding of single stock options — pricing, Greeks, volatility surfaces, and options strategy mechanics
• Experience productionising quantitative strategies — taking research code and engineering it into reliable, maintainable production systems
• Strong data engineering capability — handling large-scale equity and derivatives datasets
• Experience working directly alongside quant researchers or portfolio managers in a front office or desk-aligned capacity
• Strong academic background in a quantitative discipline — Mathematics, Physics, Computer Science, or Financial Engineering

Beneficial

• Experience with volatility modeling or options analytics platforms
• Familiarity with execution and order management for derivatives
• C++ experience alongside Python
• Prior single stock options desk or equity derivatives quant development experience
• Knowledge of market microstructure and options market dynamics

Location: New York | Hybrid

Compensation: Base + Bonus (Advertised is base salary only)