Senior Quantitative Researcher - Options Market Making

Senior Quantitative Researcher - Options Market Making Maven Securities is a premier proprietary trading firm that invests internal capital across a range of strategies, including discretionary, systematic, and market-making. We specialize in Market Making strategies for listed Options and Futures on numerous global exchanges, where we are consistently ranked among the top three liquidity providers. Utilizing our cutting-edge ultra-low latency and high-performance trading platforms, we deliver top-tier pricing and liquidity to the markets we operate in. Our team of traders is dedicated to pioneering innovative solutions and advancing the frontiers of quantitative trading. We foster a culture of creativity and are driven to maximize opportunities while enhancing proven strategies. Our environment is designed to empower our team members, providing a collaborative and supportive space for success. The Role: As a Senior Quantitative Researcher, you will spearhead projects that significantly influence our trading performance. Collaborating with a diverse team of researchers and traders from various scientific disciplines and esteemed academic institutions, you will develop state-of-the-art real-time trading models and solutions tailored for low latency trading systems focused on exchange-traded options. You will share your expertise with fellow researchers, tackling complex projects that encompass option pricing, volatility modeling, algorithm design, and alpha research. What We’re Looking For: Advanced degree in applied mathematics, computer science, statistics, engineering, or physics. A PhD or a proven record of independent research is highly desirable. At least 3 years of experience in the financial sector, with a focus on electronic options trading. Proficiency in researching advanced algorithms, developing predictive models, and validating complex hypotheses using large datasets. A proactive mindset geared towards enhancing existing trading strategies and identifying new opportunities. A collaborative approach, effectively bridging the gap between developers and traders, ensuring that technical initiatives align with commercial objectives and the broader strategic vision. Why You Should Apply: Unique opportunity to assume significant responsibility within a rapidly growing global trading firm. Get deeply involved in decision-making processes that influence our trading strategies. Flexible research environment that allows for quick iterations on ideas and immediate visibility of your contributions.

Teza Technologies is actively seeking a highly skilled Senior Quantitative Researcher to become an integral part of our Options stream. This position calls for exceptional analytical capabilities, a steadfast dedication to excellence, and a fervor for identifying hidden patterns within data sets. If you are motivated by intellectual challenges and excel in tackling intricate problems, this role provides an extraordinary opportunity to advance your career.Our team cherishes determination, precision, and the capacity for both critical and creative thinking. Although the work is rigorous, the rewards are substantial, impacting your contributions and facilitating your growth in our collaborative, high-performance environment. We value autonomy and offer the freedom to develop cutting-edge algorithms in finance while emphasizing the vital aspect of effective communication.LocationLondon, UK (Hybrid mode with a requirement of 3 days in-office)Key ResponsibilitiesSpearhead the research and development of systematic options trading strategies across both US and global markets.Utilize advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.Perform rigorous backtesting, stress testing, and statistical validation of strategies.Collaborate with technologists to translate research into production-ready trading systems with robust execution.Refine portfolio construction and risk management frameworks for options books.Contribute to the advancement of Teza’s options research platform, infusing innovation into live strategies.Mentor junior researchers and drive the continuous enhancement of research practices, infrastructure, and tools.Basic RequirementsDegree in Physics, Mathematics, Computer Science, Engineering, or another technical discipline.Strong mathematical skills in statistics, linear algebra, optimization, etc.A minimum of 4 years of quantitative research or trading experience in systematic trading.Extensive expertise in options, including volatility surface and derivatives pricing methods.Proficient programming skills in Python, with experience managing large, complex datasets.Solid understanding of risk management principles in derivatives trading.Ability to collaborate effectively across research and technology teams.

Maven Securities is a cutting-edge proprietary trading firm that strategically allocates its internal capital across diverse trading strategies, including discretionary, systematic, and market-making. Our dedicated team comprises skilled traders, engineers, and technologists, all united in our mission to optimize our role as a leading liquidity provider in the global derivatives market. By utilizing innovative execution and pricing technologies, we aim to transform and enhance the operation of financial markets. As a C++ Developer on our trading floor, you will collaborate closely with traders, quantitative researchers, and fellow developers to enhance system connectivity to new markets, refine order execution algorithms, and advance our trading strategies. You will also be involved in the development of automated pricing systems and infrastructure that bolster our options market-making business. Your contributions will directly influence the firm's success and visibility within the industry.

Python Developer - Data & Analytics Team - Options Market Making Maven is a leading proprietary trading firm dedicated to optimizing internal capital across discretionary, systematic, and market-making strategies. Our team comprises experienced traders, engineers, and technologists, all committed to advancing our role as a top liquidity provider in the global derivatives market. Our engineering teams are at the forefront of developing innovative execution, pricing, and data systems that revolutionize the functionality of financial markets. As a Python Developer, you will collaborate closely with traders, quantitative researchers, and fellow developers to create reliable, timely, and accurate data and analytics solutions for our trading and research teams. Our data pipelines process terabytes of exchange traffic, executing numerous real-time transformations. We conduct analyses that range from nanosecond-level investigations on low-latency trading systems to research on pricing algorithms and trading strategies.

QUANTITATIVE RESEARCHER (EMEA)About KeyrockEstablished in 2017, Keyrock is a premier digital asset market maker, boasting a diverse team of over 200 professionals from 42 nationalities. We operate across more than 80 exchanges and manage desks in market making, options, OTC, and DeFi. Known for our technology-driven approach, our Rust-based trading systems are at the forefront of shaping the future of digital asset markets.The OpportunityKeyrock is expanding its Algorithmic Market Making (MM) desk, and we are on the lookout for a skilled Quantitative Researcher located in Europe (with the possibility for remote work) to enhance our team’s profitability. This is a unique opportunity to channel your enthusiasm for markets and innovative problem-solving into the dynamic realm of high-frequency systematic trading in cryptocurrencies. You will gain exposure to state-of-the-art trading strategies in a rapidly evolving market landscape, where complex challenges present opportunities for creative solutions.Key ResponsibilitiesConduct research to develop alpha-generating signals.Create statistical models and machine learning frameworks.Collaborate with developers and traders to implement strategies.Contribute to various aspects of the profit pipeline, including alpha generation, inventory management, risk management, execution, and strategy logic.Experience, Skills & QualificationsMinimum of 3 years of quantitative research experience within a high-frequency trading (HFT) or medium-frequency trading (MFT) systematic environment.An advanced degree in a quantitative discipline is preferred (e.g., Mathematics, Physics, Computer Science, Engineering).Proficient in Python with a proven record of research success.Demonstrates critical thinking and data-driven decision-making skills.Exhibits entrepreneurial drive.Familiarity with leading modeling and learning methodologies.Experience with the performance demands of HFT and understanding of system adaptations required for low latency competition.Experience in both traditional finance and cryptocurrency markets is highly advantageous.Exceptional communication skills and fluent in English to collaborate effectively.

Join M3 USA as an Associate Director of Quantitative Research, where you will play a pivotal role in leading cutting-edge market research initiatives in the EU. This position demands a strategic mindset and a keen analytical eye to drive impactful insights that empower our clients. You will collaborate with a diverse team of professionals and engage with stakeholders across various sectors, ensuring that our research methodologies remain at the forefront of industry standards.

About Us: DV Trading is a prominent player in the financial services sector, leveraging proprietary capital, innovative trading strategies, and sophisticated risk management techniques to deliver liquidity across global financial markets and various asset classes. Established 20 years ago and headquartered in Chicago, our team has expanded to approximately 600 professionals operating across North America, Europe, the UAE, and Asia. The DV Trading group encompasses two broker-dealers, a futures commission merchant, and a registered investment adviser. Responsibilities: Create predictive models utilizing financial data through advanced statistical analysis techniques. Develop robust solutions to complex challenges faced in the trading environment. Transform research strategies into operational software applications. Formulate and implement mathematical modeling techniques to enhance existing trading strategies while embarking on innovative research aimed at identifying and capitalizing on trading opportunities. Requirements: A degree in a technical discipline, emphasizing statistics, machine learning, or computer science. Demonstrated experience collaborating with trading desks. Proficiency in managing large data sets effectively. Expertise in Python programming. Substantial hands-on experience applying algorithms in practical scenarios. Exceptional problem-solving and statistical analysis skills. A proactive approach in leading assignments and projects.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering exceptional performance for sophisticated clients through our Systematic, Discretionary, and Solutions offerings. Leveraging our talented workforce and advanced technology, our investment strategies encompass extensive research and span both public and private markets across all major asset classes, with a strong emphasis on alternatives. We pride ourselves on fostering deep partnerships with our clients, enabling us to create bespoke solutions tailored to their investment objectives and those of the millions of retirees and savers they represent.With our headquarters located in London, we manage approximately $227.6 billion and have a presence in various offices worldwide. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a proud member of the FTSE 250 Index. More information can be found at www.man.com.* As of 31 December 2025Job Profile Summary:The Quantitative Researcher will play a vital role in conducting research and developing strategies aimed at enhancing AHL’s trading of financial markets.Responsibilities:Collaborate with Operations and Trading to ensure the seamless execution of AHL's Short-term Trading strategies, serving as a systems and implementation expert alongside other technically proficient team members.Monitor market trends and their impact on the trading model, conduct performance reviews, and propose relevant diagnostics to feed back into research efforts.Research, develop, and implement trading strategies within the Short-term Trading sector.Contribute to AHL’s overarching research initiatives by collaborating with various teams across the organization.Stay abreast of industry and academic literature to identify innovations and propose actionable insights for AHL.Apply quantitative techniques and market intuition to large, often unconventional datasets while developing areas of expertise throughout the process.

Maven Securities Holding Ltd is a leading, employee-owned proprietary trading firm that utilizes internal capital to implement discretionary, systematic, and market-making strategies. We pride ourselves on exclusively managing our own capital, achieving remarkable returns on equity since our inception, and fostering a highly collaborative, entrepreneurial culture. THE ROLE We are seeking a driven and innovative Equity Options Quant Trader to become a vital part of our Vol Alpha Trading Team. This full-cycle quant trader role operates within a semi-systematic desk that focuses on statistical arbitrage relative value volatility, flow-aware volatility position taking, and opportunistic dispersion trades, primarily within the US equity options market. The team is dedicated to an investment strategy that emphasizes informed position-taking, leveraging statistical analysis and market flow observations. The ideal candidate will be instrumental in the daily operations and future development of the desk as we expand our volatility strategy offerings and operational capabilities across various products. This position is ideal for candidates with quantitative research or trading backgrounds within a large volatility desk who are eager to transition into a hands-on buy-side risk-taking role that employs statistical methods to generate alpha, while maintaining a comprehensive understanding of the factors driving alpha performance. The successful candidate will engage in the entire investment process from market intuition and alpha discovery to trade execution, thereby making a significant impact on the desk's success and gaining substantial ownership in PnL. RESPONSIBILITIES Monitor and analyze market flow to identify pricing dislocations. Interpret other market participants’ positions to uncover trading opportunities. Conduct research and backtesting on pricing structures, volatility curves, term structures, relative value, and dispersion trades. Contribute to alpha discovery through a blend of market dynamics observations and quantitative research tools. Participate actively in trading and risk management of a diverse equity options portfolio within a collaborative team environment. Engage in the desk’s strategic expansion into a broader range of alpha and systematic strategies. Oversee the complete investment cycle from intuition and research to execution. Collaborate with infrastructure and development teams to enhance electronic trading execution and reduce dependencies.

Role Overview Fasanara Capital is seeking a Quantitative Researcher in London. This position focuses on applying advanced analytical methods to support investment strategies and strengthen data-driven decisions. The role involves close collaboration with the investment team to analyze market trends and build predictive models. What You Will Do Apply quantitative techniques to research financial markets and identify patterns Develop and refine predictive models to inform investment decisions Work alongside investment professionals to translate research into actionable strategies Contribute to the team’s understanding of market dynamics with rigorous analysis Location This role is based in London, England, United Kingdom.

We invite you to apply only for the position that aligns best with your skills and experience. Should our team determine you are a better fit for another opportunity, we will reach out accordingly. Position Overview:Conduct research and implement strategies within the firm’s automated trading systems.Utilize advanced statistical methods to analyze large data sets and uncover trading opportunities.Gain a comprehensive understanding of the market structures of various exchanges and asset classes. A Day in the Life of a Quant Researcher:Focus primarily on research and the implementation of trading ideas throughout the day.Prior to market opening, ensure all necessary data and processes are prepared for the trading day.During market hours, monitor the performance and behavior of strategies as needed.

Quantitative Analyst Intern - CryptoJoin our dynamic Strategic Market Making team at Keyrock, where we leverage innovative strategies to navigate the ever-evolving landscape of digital asset markets.As a Quantitative Analyst Intern, you will engage in cutting-edge analysis and optimization of our market strategies across various centralized and decentralized exchanges (CEXs and DEXs). Your role will be pivotal in identifying and capitalizing on unique market opportunities arising from new token launches, liquidity programs, and incentive structures.Be part of a forward-thinking team that is unencumbered by traditional obligations, allowing for rapid strategy iteration and effective capital allocation. You will also play a key role in our expansion into the Perpetual DEX ecosystem, merging traditional finance insights with decentralized finance innovations.

Fasanara Digital, the cryptocurrency division of Fasanara Capital, has been at the forefront of digital asset investment for the past seven years. As a specialized alternative asset manager with over 14 years of experience, we adopt a rigorous quantitative approach to investing in crypto assets, aiming for exceptional risk-adjusted returns. Our diverse and sophisticated investment strategies leverage market inefficiencies, encompassing various techniques from market making to cross-exchange arbitrage.Our CultureAt Fasanara, we champion a meritocratic environment where individuals are recognized for their contributions and excellence. Our collaborative and entrepreneurial atmosphere is free from the constraints of bureaucracy, fostering trust and teamwork. We set high ambitions, work diligently, and uphold the highest standards of excellence, building our firm around exceptional talent.Position OverviewWe are looking for a Mid-Frequency Quantitative Researcher to spearhead the design, development, and deployment of systematic trading strategies within the digital asset market. This role will also support portfolio management for our multi-strategy book. You will be responsible for the entire research lifecycle, from idea generation and signal construction to implementation, monitoring, and continuous optimization, collaborating closely with execution and infrastructure teams.ResponsibilitiesConduct thorough research to develop and validate high-quality quantitative trading signals for the cryptocurrency markets.Lead the complete strategy development lifecycle, from hypothesis generation through to live deployment.Monitor live trading performance, assess risk exposures, and ensure strategy robustness.Continuously improve and refine existing models based on performance metrics and market dynamics.Create dashboards and analytics to facilitate monitoring and analysis of the Mid-Frequency strategy portfolio.Maintain clear documentation of research methodologies, findings, and enhancements.Effectively communicate insights, risks, and updates on strategies to internal stakeholders.

At Jump Trading Group, we are dedicated to pioneering world-class research in the financial sector. We empower the brightest minds in Mathematics, Physics, and Computer Science to explore scientific frontiers, surpass them, and harness cutting-edge research to innovate within global financial markets. Our culture fosters constant innovation, encouraging fearlessness, creativity, intellectual honesty, and a competitive spirit. We believe in collaborative success, unlocking unique individual talents through teamwork and mutual respect. At Jump, our research outcomes extend beyond superior risk-adjusted returns; we design, develop, and implement technologies that reshape industries, fund startups across various sectors, and collaborate with leading global research institutions and universities to address complex challenges.The quantitative trading teams at Jump Trading delve into the intricacies of global markets, striving to comprehend the complexities of diverse traded products and exchanges. They utilize their exceptional statistical analysis and data mining expertise, applying research findings to forecast trends and create profitable predictive trading models.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior returns for discerning clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our investment strategies—both single and multi-manager—are grounded in extensive research and span public and private markets across all major asset classes, with a notable emphasis on alternative investments. We prioritize a partnership approach, forging deep connections with clients to create customized solutions that address their investment objectives and those of the millions of retirees and savers they represent.Based in London, we manage assets totaling $227.6 billion* and have a presence in multiple global offices. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. More information is available at www.man.com.* As of 31 December 2025Algo Research Team:The Algo Research team is tasked with conducting alpha research across a diverse range of time frames—from high-frequency to daily strategies—designing monetization and execution algorithms, and performing market impact modeling across all major asset classes, including Cash Equities, Futures, FX, and Options. We collaborate closely with various systematic research teams within Man Group to maximize the realized profit and loss of our strategies. Algo Research is a critical area of focus for Man Group.We are seeking a Quantitative Researcher primarily focused on Futures, with responsibilities including:Developing high-quality intraday predictive alpha signals in futures with time scales ranging from sub-seconds to hours, utilizing order book and alternative datasets.Implementing machine learning techniques in alpha research.Conducting detailed market impact modeling.Addressing optimal execution optimization challenges.Identifying the most lucrative profit and loss opportunities.Collaborating closely with researchers across the Man Systematic team.

Graham Capital Management, L.P. is a premier alternative investment management firm, established in 1994 by Kenneth G. Tropin. We specialize in innovative discretionary and quantitative macro strategies with a focus on delivering robust, uncorrelated returns across diverse market conditions. Renowned as one of the longest-standing global macro and trend-following managers, we are committed to continuous improvement and innovation through a strong investment, technology, and operational framework. Our dual approach in discretionary and quantitative trading allows us to provide a comprehensive suite of alpha strategies, anchored in meticulous portfolio construction, proactive risk management, and strategic diversification.At Graham, we believe that our people are the cornerstone of our sustainability and success. We aim to foster talent, promote diverse perspectives, and honor the contributions of every individual, creating a collaborative environment where all employees contribute to the growth and success of one another.Job OverviewWe are looking for a dynamic Quantitative Research Manager to join our Quantitative Strategies team, reporting directly to our Chief Investment Officer of Quantitative Strategies. The successful candidate will spearhead research and development initiatives aimed at enhancing our current trading systems while also generating new systematic trading signals to enrich and diversify our primary strategies. By leveraging advanced quantitative analysis techniques, risk management, and portfolio optimization, this role will be pivotal in maximizing performance and competitive edge. Additionally, this role offers the unique opportunity to manage an individual alpha-generating portfolio.

At Maven Securities Holding Ltd, we specialize in deploying rigorously researched strategies across futures, options, and equities. Our Systematic Alpha team utilizes cutting-edge technology to execute a scientific and methodical approach to trading. We foster a flexible research environment that empowers our team members to develop, test, and implement innovative ideas efficiently. By valuing creativity and collaboration, we ensure a supportive atmosphere that maximizes our team's potential. Our commitment to excellence allows us to elevate proven strategies across diverse alpha sources and time horizons using state-of-the-art execution technologies.The Role: Collaborate with fellow researchers to conceptualize and develop new trading strategies and signals. Engage in risk management discussions and contribute to trading operations while gaining exposure to the entire investment pipeline.

We are seeking a skilled and motivated Quantitative Research Engineer to enhance our data and research platforms. In this pivotal role, you will work closely with our quantitative researchers, employing your engineering and data science expertise to create innovative tools and methodologies that boost research productivity. Your contributions will help optimize the research process, refine data analysis capabilities, and drive overall efficiencies in research efforts. This position demands a robust technical foundation, exceptional problem-solving abilities, and a collaborative spirit to work effectively with cross-functional teams. Key Responsibilities:Partner with quantitative researchers to identify workflow challenges and develop technical solutions that enhance research productivity.Design, develop, and maintain software tools and frameworks that improve the efficiency of research tasks, including data collection, preprocessing, and analysis.Implement advanced data processing algorithms and statistical methods to streamline research workflows and enhance analytical capabilities.Utilize your expertise in software engineering and machine learning to construct scalable systems for large-scale data analysis and experimentation.Conduct code reviews and mentor junior research engineers, ensuring high code quality and adherence to best practices.Collaborate with diverse teams to integrate research tools into existing infrastructures.Evaluate and implement third-party tools and libraries to optimize the research process.Engage in research discussions, providing technical insights to improve methodologies and strategies.Assist in creating documentation, user guides, and training materials for research tools and processes.

We invite candidates to apply for the position that best aligns with their expertise. If we find a better fit for your profile, we will contact you about alternative opportunities. Position Overview: Conduct research utilizing statistical techniques, including time-series analysis, machine learning, and natural language processing to derive insights from data. Analyze extensive data sets employing advanced statistical and machine learning methodologies to uncover trading opportunities. Collaborate in developing statistical and machine learning tools to address complex data-related challenges across the organization. Typical Day: Engage in researching innovative statistical and machine learning techniques and exploring various datasets throughout the day. Present and discuss research findings with fellow researchers. Deploy and oversee models utilized for generating trading signals.

IMC Trading is seeking skilled quantitative researchers to craft advanced high to mid-frequency delta one trading strategies and predictive models for the Equities markets. If you are passionate about leveraging Machine Learning in trading to unlock substantial execution advantages and collaborating to elevate our firm to the forefront of the trading industry, then this opportunity is tailored for you. With a rich history of competitive advantages in market access, global presence, options expertise, and low latency, IMC has significantly benefited from the rapid advancements in Machine Learning. Our focus is on tackling some of the most compelling and transformative challenges in the trading landscape. At IMC, we believe in teamwork, open idea sharing, and collaboration across various disciplines, desks, and offices to drive success.