Senior Options Quantitative Researcher

Tower Research Capital, a high-frequency proprietary trading firm founded in 1998, seeks an experienced Options Quantitative Researcher. Responsibilities: Developing options pricing and risk models Improving real-time volatility valuation and fitting Researching short to mid frequency volatility alphas Collaborating with other traders and quantitative researchers to optimize existing strategies Mentoring junior traders and/or quantitative researchers Qualifications: 3+ years of experience in a quantitative research role with a focus on options pricing, volatility surfaces, and risk management Experience in researching predictive volatility alphas over various time horizons Understanding of the practical considerations required in implementing and executing trading signals Expertise in detailed implementations of numerical pricing for American options Ability to work with large multi-faceted datasets Passion and drive to take a leading role in a growing options business Relevant programming experience, preferably in Python and/or C++ Excellent attention to detail Compensation: Anticipated New York annual base salary range $120,000-180,000, plus eligibility for discretionary bonus. Benefits: 5 weeks of paid vacation plus paid holidays Free breakfast, lunch, and snacks on a daily basis Reimbursement for health and wellness expenses Free events and workshops Donation matching program Tower Research Capital is an equal opportunity employer.

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