FREE ACCESS
5,000–10,000 jobs/day
See all jobs on JobTailor
Search thousands of fresh jobs every day.
Discover
- Fresh listings
- Fast filters
- No subscription required
Create a free account and start exploring right away.
Tech Stack
Tools & technologiesNumpyPandasPython
About the role
Key responsibilities & impact- Own end-to-end options strategy research: hypothesis → data → modeling → backtesting → production → live monitoring and iteration
- Work on Relative Value, Statistical Arbitrage, and Spread Trading strategies specific to the options universe (the stack above)
- Build and own the volatility fitter the signals sit on – calibrating arbitrage-free, temporally stable surfaces (SVI/SSVI or a proposed alternative) on realistic data (wide bid/ask, missing strikes, gaps, latency), with attention to residual noise near expiry / illiquid strikes / events
- Translate strategy output into execution – routing a target delta-order across option legs to minimize Greek risk, with inventory-aware quoting that shifts price/size against live vega/gamma/skew, and awareness of options microstructure (spreads, queue, adverse selection, latency)
- Build and maintain mid-frequency (MFT), fully automated strategies with a strong live-performance focus
- Track record of deploying fully automated strategies with Sharpe > 2 (or demonstrable equivalent risk-adjusted performance)
- Design robust signal research pipelines (feature engineering, labeling, validation, regime analysis)
- Develop realistic backtests and live-simulation frameworks accounting for slippage, spreads, latency, partial fills, and market impact
- Work in tight feedback loops with trading and execution to improve PnL, robustness, and risk-adjusted performance
- Debug and tune research outputs under live conditions: data issues, execution artifacts, microstructure noise, and changing market regimes
Requirements
What you’ll need- Python (mandatory), strong use of NumPy, pandas, matplotlib, SciPy, and optimization/ML libraries
- Strong research engineering: clean code, reproducible experiments, versioning, and production readiness
- Hands-on experience developing Relative Value strategies
- Experience building systematic strategies in equities / futures / options / other listed derivatives (any strong TradFi systematic experience is relevant)
- Good knowledge of option maths and strong options intuition
- Familiarity with common quant tooling (e.g., QuantLib and/or in-house libraries)
Benefits
Comp & perks- Experience a modern international technology company without the burden of bureaucracy.
- Enjoy excellent opportunities for professional growth and self-realization.
- Work remotely from anywhere in the world with a flexible schedule.
- Receive compensation for health insurance, sports activities, and non-professional training.
ATS Keywords
✓ Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
NumPyPandasMatplotlibSciPyFeature EngineeringBacktestingSignal ResearchOptimization LibrariesStatistical ArbitrageSpread Trading
Soft Skills
Clean Code PracticesReproducible ExperimentsVersion Control