Description
Trexquant is hiring a Quantitative Researcher for its Volatility team to build proprietary pricing and analytics tooling, calibrate implied volatility surfaces, develop and backtest volatility trading strategies, analyze large financial datasets, and apply academic research to improve model performance. The role requires a STEM degree, at least five years of quantitative research experience focused on volatility markets, Python and statistical modeling proficiency, and options pricing knowledge. Applications are open for Stamford and New York City offices, with the New York City office planned to open in October 2026. The base salary is $130,000 to $200,000, with a performance-based bonus and fully covered health, dental, and vision insurance premiums.
