Quantitative Volatility Developer – Options / Systematic Research

Hedge Fund New York

A leading hedge fund is seeking a Quantitative Volatility Developer to build and enhance the research infrastructure underpinning its systematic equity options and volatility strategies.This is a highly technical role working directly alongside volatility researchers and traders, combining sophisticated Python engineering, backtesting infrastructure and derivatives analytics.

Importantly, the role also offers a clear path to become increasingly involved in quantitative research, making it particularly attractive to strong quantitative developers looking to move closer to strategy development over time.

The Role

• Design and build high-performance Python backtesting and quantitative research frameworks.
• Develop infrastructure supporting systematic options and volatility strategies.
• Build tools for signal generation, strategy simulation, portfolio construction and risk analysis.
• Develop analytics around volatility surfaces, Greeks, hedging, P&L and derivatives risk.
• Work with large historical options and market datasets and improve the accuracy and performance of research environments.
• Partner directly with researchers and traders to take strategies from idea generation and backtesting through to production.
• Develop increasingly meaningful involvement in strategy research, testing new signals and evaluating systematic volatility opportunities.

Candidate Profile

• Up to 12 years of professional experience in quantitative development, research engineering or systematic trading technology.
• Expert-level Python and strong software engineering fundamentals.
• Proven experience building backtesting engines or quantitative research platforms.
• Strong knowledge of equity derivatives, options and volatility.
• Understanding of implied volatility, volatility surfaces, Greeks, options pricing and hedging.
• Experience working with large-scale historical market and options datasets.
• Strong quantitative foundations in Mathematics, Statistics, Computer Science, Engineering, Physics or a related discipline.
• Experience within a hedge fund, proprietary trading firm, investment bank or systematic investment environment.

For a strong quantitative developer looking to ultimately move closer to the research and strategy-generation side of systematic volatility trading, this offers a compelling progression path.

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