Quant jobs / Trexquant

Quantitative Researcher - Volatility (USA)

The volatility team is expanding its quantitative research and analytics capability. This researcher develops pricing tools, options surfaces and signals with the group’s head of volatility.

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.

Calibrate surfaces for stock, index and ETF options
Build pricing diagnostics for volatility research
Test volatility signals and assess strategy performance
Work with developers to integrate models into simulations and trading

What they ask for

Required

Five or more years researching volatility markets
Options-pricing theory
Industry volatility models
Python and statistical modelling
Analytical problem-solving

Preferred

Education: STEM qualification at bachelor, master or doctoral level.
Experience: 5+ years of quantitative research specifically in volatility markets.
Languages and tools: Python
C++
Markets: equities, options

How to prepare

Calibrate an options surface and inspect arbitrage violations
Build volatility-strategy backtests with realistic costs
Explain the difference between a pricing fit and a tradable signal

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 Trexquant’s site before applying: requirements, location and pay can change after we check them.

View the posting on Trexquant’s site ↗

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