Equity Derivatives Quant Researcher

Job Description

Quantitative Researcher — Equity Derivatives | Event-Driven | New York / Miami

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Our client is a seasoned equity derivatives Portfolio Manager with twenty years of experience — including deep roots on both sides of the market — who has built a high-performing team within a leading global multi-strategy platform. The team is growing, with a deliberate focus on expanding its Miami presence.

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What Makes This Role Different

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The team's edge comes from understanding how specific corporate and market events create predictable, tradeable patterns in equity derivatives markets — and they are looking for a researcher who can help find, quantify, and systematize that edge. The research that matters here is idiosyncratic and event-specific. Strong mathematical foundations are essential — paired with deep quantitative rigor, professional curiosity to explore risk, and the discipline to focus.

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What You Will Work On

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The work centers on understanding how equity derivatives markets behave around corporate events — IPOs, secondary offerings, block trades, index rebalancing, earnings announcements, M — and building systematic research frameworks that translate those insights into tradeable signals:

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• Vol crush and expansion patterns around event resolution

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• Implied volatility jump risk and earnings vol reset dynamics

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• Dealer gamma positioning and delta hedging flows around corporate events

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• Index rebalancing mechanics and passive flow impact on vol surfaces

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• Secondary offering and block trade price pressure and post-deal recovery

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• Feature engineering from options market data — skew, term structure, vol of vol, open interest

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• Production-grade backtesting frameworks and signal libraries

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• Systematizing discretionary pattern recognition at the intersection of equity derivatives and corporate events

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What You Bring

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• Graduate degree in mathematics, statistics, computer science, computational finance, physics, or engineering

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• 3+ years of quantitative research experience in equity derivatives markets

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• Fluency in Python — KDB/Q, C++, or Java a strong plus; familiarity with JAX, OptionMetrics, Cboe LiveVol, CVXPY, Arctic, Zipline, or Nautilus Trader a differentiator

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• The curiosity to explore risk and the discipline to focus

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• Candidates with advanced degrees in seismology, geophysics, signal processing, turbulence modeling, inverse problems, or econophysics who have developed an interest in financial markets are encouraged to apply

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Location: New York, NY and Miami, FL — candidates open to Miami strongly preferred