Senior Options Quantitative Researcher
A senior researcher in Tower's growing options business, building pricing and risk models and predictive volatility signals. You work with traders and other researchers to improve live strategies.
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.
- Improve real-time volatility surface fitting and valuation
- Build and refine American option pricing implementations
- Research short- to mid-frequency volatility alphas
- Turn signals into executable trading logic with traders
What they ask for
Required
- 3+ years in options quant research
- Volatility surfaces and options pricing
- Numerical pricing of American options
- Predictive volatility signals
- Risk management
- Large multi-source datasets
- Python or C++
- Education
- No degree level stated.
- Experience
- 3+ years in quantitative research focused on options pricing, volatility surfaces and risk.
- Languages and tools
- Markets
- options, equities
How to prepare
- Implement binomial and finite-difference pricers for American options
- Fit a volatility surface (SVI or similar) to listed option quotes
- Build a simple volatility forecasting signal and test it
- Study execution costs when trading options signals
What to study
- Derivatives Pricing and Computational Finance
- Advanced Derivatives and Exotic Options
- Linear Algebra, Optimisation and Numerical Methods
- Econometrics and Financial Time Series
The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Tower Research Capital’s site before applying: requirements, location and pay can change after we check them.
View the posting on Tower Research Capital’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Tower Research Capital and doesn’t handle applications.