Selby Jennings
HFT Options Quant Researcher - Single Stock / ETF
Selby Jennings, New York, New York, us, 10261
HFT Options Quant Researcher - Single Stock / ETF
This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range $200,000.00/yr - $200,000.00/yr
Location New York or London
Type Full-Time
Timeline ASAP (0-6 months noncompete)
Experience 3-6 years
Opportunity Join a fast-moving, globally collaborative trading team expanding into options and ETF markets with a presence across several financial hubs. The group operates without silos; researchers, engineers, and traders work together to build high-frequency strategies with a focus on execution and signal monetization. Their trading DNA is rooted in market-taking strategies, with increasing interest in market making and intraday models that carry minimal overnight risk. This role is ideal for someone with hands‑on experience in options volatility modeling and trading, looking to contribute directly to strategy development and deployment.
Responsibilities
Volatility Surface Modeling: Design and calibrate models for implied volatility surfaces across single stock, index, and ETF options and productionize models for deployment across multiple markets.
Execution and Monetization: Collaborate with execution teams to monetize signals through optimal trade scheduling and routing; develop and refine execution strategies for options trading.
Work with developers to integrate models into backtesting and live trading systems.
Design hedging frameworks and monitor real-time risk.
Analyze performance and contribute to strategy improvements.
Ideal Candidates
Recently/Formerly working at HFT/Market Maker as a QR for US Single Stock/ETF Options - Zero/under 6 months left on noncompete
Currently working at a Global Investment Bank Market Making group on Index vol desk/single stock vol desk who have been designing and fitting the vol surface
What We’re Looking For
3-5 years of experience in options trading or vol modeling.
Strong understanding of options pricing and market microstructure.
Experience with vol models (e.g., SVI, SABR, GARCH).
Solid programming skills (Python, C++).
Background in a quantitative field (Math, Physics, CS, etc.).
Seniority level Mid-Senior level
Employment type Full-time
Job function Finance
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Base pay range $200,000.00/yr - $200,000.00/yr
Location New York or London
Type Full-Time
Timeline ASAP (0-6 months noncompete)
Experience 3-6 years
Opportunity Join a fast-moving, globally collaborative trading team expanding into options and ETF markets with a presence across several financial hubs. The group operates without silos; researchers, engineers, and traders work together to build high-frequency strategies with a focus on execution and signal monetization. Their trading DNA is rooted in market-taking strategies, with increasing interest in market making and intraday models that carry minimal overnight risk. This role is ideal for someone with hands‑on experience in options volatility modeling and trading, looking to contribute directly to strategy development and deployment.
Responsibilities
Volatility Surface Modeling: Design and calibrate models for implied volatility surfaces across single stock, index, and ETF options and productionize models for deployment across multiple markets.
Execution and Monetization: Collaborate with execution teams to monetize signals through optimal trade scheduling and routing; develop and refine execution strategies for options trading.
Work with developers to integrate models into backtesting and live trading systems.
Design hedging frameworks and monitor real-time risk.
Analyze performance and contribute to strategy improvements.
Ideal Candidates
Recently/Formerly working at HFT/Market Maker as a QR for US Single Stock/ETF Options - Zero/under 6 months left on noncompete
Currently working at a Global Investment Bank Market Making group on Index vol desk/single stock vol desk who have been designing and fitting the vol surface
What We’re Looking For
3-5 years of experience in options trading or vol modeling.
Strong understanding of options pricing and market microstructure.
Experience with vol models (e.g., SVI, SABR, GARCH).
Solid programming skills (Python, C++).
Background in a quantitative field (Math, Physics, CS, etc.).
Seniority level Mid-Senior level
Employment type Full-time
Job function Finance
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