Hiring: Quantitative Researcher - Volatility (USA) Company: Trexquant Investment LP Location: Stamford, CT Job Posted Time: 2026-09-03 11:18:01 Target Skills & Keywords : C++, Python About the job Experience: •5+ years of experience in quantitative research, specifically focused on volatility markets Required Skills: •Build and maintain proprietary pricing/analytics tooling for volatility research •Calibrate implied volatility surfaces across single stock, index, ETF options and more. Work with developers to productionize models and integrate them into backtesting and live trading systems •Design, implement, and optimize trading strategies to predict volatility market trends using extensive financial data and a wide array of trading signals •Parse and analyze large datasets to identify actionable alpha signals and develop strategies for volatility trading •Explore and apply cutting-edge academic research in quantitative finance to assess, refine, and enhance the profitability of trading strategies •Continuously innovate and improve existing models by integrating new data sources and advanced techniques to boost performance and scalability •Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis Qualifications: •BS/MS/PhD degree in a STEM field •Proficiency in programming languages like Python and statistical modeling •Operational familiarity with C++ a nice to have. •Strong problem-solving skills with an ability to work effectively both independently and as part of a team Compensation: •$130,000 - $200,000 / year •Competitive salary, plus bonus based on individual and company performance Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!