Location
London, England, United Kingdom
Posted
July 04, 2026
Job Description
Job Description
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...