Senior Quantitative Researcher

Location

London, UK (Hybrid mode with 3 days in-office requirement)

• Lead the research and development of systematic options trading strategies across US and global markets.
• Apply advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.
• Conduct rigorous backtesting, stress testing, and statistical validation of strategies.
• Collaborate with technologists to implement research into production-ready trading systems with robust execution.
• Enhance portfolio construction and risk management frameworks for options books.
• Contribute to the evolution of Teza’s options research platform, embedding innovation into live strategies.
• Mentor junior researchers and drive the continuous improvement of research practices, infrastructure, and tools.

• Physics, Mathematics, Computer Science, Engineering or other technical degree
• Math skills: statistics, linear algebra, optimization etc.
• Minimum of 4 years of quantitative research or trading experience in systematic trading
• Deep expertise in options, including volatility surface, and derivatives pricing methods
• Strong programming skills in Python, with experience handling large, complex datasets
• Solid understanding of risk management principles in derivatives trading
• Ability to work effectively across research, trading, and technology teams
• Exceptional analytical, problem-solving, and critical-thinking skills

• PhD in Physics, Mathematics, Computer Science, Engineering or similar area
• Experience deploying systematic options strategies into production trading environments
• Familiarity with market microstructure and low-latency execution in derivatives
• Knowledge of machine learning techniques and their application to options trading
• Experience mentoring or leading a quant research team

• On-site presence of experienced and skilled Portfolio Managers to brainstorm with
• Build strategies while becoming the best at what you do with a potential to run your own desk and become a Portfolio Manager in no time
• CIO, CRO and executive team as your advisors

• You are a stellar professional at what you do
• Difficult problems make you excited
• You have A LOT of passion and drive

• Health insurance
• Flexible sick time policy
• Office Lunches