Quant jobs / Maven Securities

Senior Quantitative Researcher – Options Market Making

A senior researcher role building real-time pricing and trading models for exchange-traded options on low-latency systems. It sits within the options market making team of a proprietary firm.

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.

Lead projects on option pricing and volatility models
Design algorithms and predictive models for real-time quoting
Test hypotheses on large datasets
Research alpha signals for existing strategies
Mentor other researchers and bridge developers and traders

What they ask for

Required

Degree in applied maths, CS, statistics, engineering or physics
PhD or independent research record
3+ years in electronic options trading
Predictive modelling on large datasets
Hypothesis testing
Collaboration with developers and traders

Preferred

Use of AI tools in workflows

Education: Degree in applied maths, CS, statistics, engineering or physics; PhD or equivalent independent research record
Experience: 3+ years in the financial industry, especially electronic options trading
Markets: options

How to prepare

Fit and compare volatility models on real option chain data
Study market making theory and inventory risk
Build a short-horizon predictive model with proper cross-validation
Learn how low-latency systems constrain model complexity

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

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

View the posting on Maven Securities’s site ↗

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