In this role you will develop and manage quantitative strategies for US and EU equity options, with a focus on dispersion between index and single-stock volatility. You will collaborate with technologists, researchers, and fellow traders to build and optimize systematic and discretionary trading approaches and to improve execution. You will analyze volatility surfaces, correlations, and cross-asset relationships while actively monitoring risk and adapting strategies to market events. This position blends rigorous modeling with real-time decision making in a fast-paced, innovative trading environment.
Responsibilities
Develop and manage quantitative trading strategies in US and EU equity options
Design and execute dispersion trades to capture relative value between index and single-name volatility
Analyze volatility surfaces, correlations, and cross-asset relationships
Monitor and manage risk exposures including vega, gamma, correlation, and tail risks
Collaborate with developers to enhance trading infrastructure, models, and execution systems
Work with LLMs and AI to build tools for opportunity spotting
Refine models with large datasets to forecast implied vs realized volatility and correlations
Respond to market events in real time and adjust positions
Contribute to research on new products, markets, and opportunities
Key requirements
Strong academic background in Mathematics, Physics, Engineering, Computer Science, or a related quantitative field
Proven experience trading equity options in US and/or European markets
Deep understanding of options theory, volatility modeling, and derivatives pricing
Experience with dispersion and correlation trading strategies
Proficiency in programming (Python, C++, or similar) and working with large datasets
Strong statistical and analytical skills with ability to translate insights into trading decisions
Ability to operate effectively in a fast-paced, high-stakes environment
Familiarity with market microstructure and execution algorithms
Knowledge of index composition, corporate actions, and dividends in US/EU equities
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