We are looking for Quantitative Researcher to join our Options stream. The role demands sharp analytical skills, a relentless commitment to excellence, and a passion for uncovering hidden patterns in the data, and prior experience in options. If you are driven by intellectual challenges and thrive in solving complex problems, this role offers an unparalleled opportunity.
Our team values determination, precision, and the ability to think critically and creatively. While the work is demanding, the rewards are significant, both in the impact of your contributions and the growth you’ll achieve in this collaborative and high-performance environment. We rely on people’s autonomy and provide freedom to create the best algorithms in finance, while truly being attentive to a fundamentally important asset - communication.
Location
London, UK (Hybrid mode with 3 days in-office requirement)
Key Responsibilities
- 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.
Basic Requirements
- 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
Nice to have Requirements
- 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
What you’ll get
- 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
What makes you a match
- 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
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What We Do
Teza Technologies is an innovative quantitative asset management firm founded in 2009 by high-frequency trading expert Misha Malyshev. Our multi-strategy, multi-PM platform is founded on microstructure data and signals. Quantitatively-informed digital assets strategies complement our core global futures and stat arb strategies. We pride ourselves on attracting and retaining top talent, developing strategies with a data-driven and science-backed methodology, and continuously innovating in pursuit of alpha for our clients. Our 70 employees are distributed across offices in Austin, New York, Chicago, and Shanghai. phone: 312.768.1600 inquiries: [email protected] candidates: [email protected]
