Location
London, UK (Hybrid mode with 3 days in-office requirement)
Key Responsibilities
- Lead the research and development of systematic options trading strategies across US and global markets.
- Apply advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.
- Conduct rigorous backtesting, stress testing, and statistical validation of strategies.
- Collaborate with technologists to implement research into production-ready trading systems with robust execution.
- Enhance portfolio construction and risk management frameworks for options books.
- Contribute to the evolution of Teza’s options research platform, embedding innovation into live strategies.
- Mentor junior researchers and drive the continuous improvement of research practices, infrastructure, and tools.
Basic Requirements
- Physics, Mathematics, Computer Science, Engineering or other technical degree
- Math skills: statistics, linear algebra, optimization etc.
- Minimum of 4 years of quantitative research or trading experience in systematic trading
- Deep expertise in options, including volatility surface, and derivatives pricing methods
- Strong programming skills in Python, with experience handling large, complex datasets
- Solid understanding of risk management principles in derivatives trading
- Ability to work effectively across research, trading, and technology teams
- Exceptional analytical, problem-solving, and critical-thinking skills
Nice To Have Requirements
- PhD in Physics, Mathematics, Computer Science, Engineering or similar area
- Experience deploying systematic options strategies into production trading environments
- Familiarity with market microstructure and low-latency execution in derivatives
- Knowledge of machine learning techniques and their application to options trading
- Experience mentoring or leading a quant research team
What You’ll Get
- On-site presence of experienced and skilled Portfolio Managers to brainstorm with
- Build strategies while becoming the best at what you do with a potential to run your own desk and become a Portfolio Manager in no time
- CIO, CRO and executive team as your advisors
What Makes You a Match
- You are a stellar professional at what you do
- Difficult problems make you excited
- You have A LOT of passion and drive
Benefits
- Health insurance
- Flexible sick time policy
- Office Lunches
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Contact Detail:
Grupo Galvão Recruiting Team
