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.
Sep 11, 2025