Quant jobs / Aptitude Asia

Quantitative Researcher, Options

A recruiter seeks an options researcher for an unnamed Sydney trading firm. The role develops data-driven predictive models and volatility analysis that inform traders’ decisions.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop predictive models from internal and external datasets.
Research volatility forecasts and optimisation problems.
Deliver robust data pipelines and production research outputs.

What they ask for

Required

Mathematics and statistics
Coding
Large-data pipelines
Independent research
Technical collaboration

Preferred

Options research or systematic delta-one trading

Education: No degree requirement stated.
Experience: Relevant data-driven research and production experience; options or systematic delta-one experience preferred.
Markets: options

How to prepare

Build a volatility forecast with time-separated validation.
Audit options data and implement a reproducible feature pipeline.
Compare model signals against a simple baseline and realistic trading costs.

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Aptitude Asia’s site before applying: requirements, location and pay can change after we check them.

View the posting on Aptitude Asia’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Aptitude Asia and doesn’t handle applications.