Top Quant Finance Jobs

Lead development of advanced equity derivatives risk analytics (volatility surface calibration, vanilla and exotic option pricing, VaR, stress testing). Partner with trading, risk, and quant teams to architect scalable pricing and risk engines, advise senior stakeholders on exposures and model assumptions, and drive methodological innovation for complex equity structures.

Join a graduate quant researcher program focused on options and derivatives market making. Complete a 7-week London training, then perform two Chicago rotations building pricing models, improving automated trading algorithms, and researching trading data to identify and test opportunities. Program includes mentorship, training, and transition to a permanent role.

Design, test, and deploy systematic trading strategies across digital asset markets. Generate and validate hypotheses, run rigorous backtests, build and maintain live alpha signals and execution models, analyze microstructure and order flow, collaborate with engineers to move research to production, and monitor and iterate on live strategy performance.

Join MerQube's New York team to model, backtest, and launch indices and options-based strategies. Develop implied volatility and pricing frameworks for options and exotic derivatives, translate models into production-ready Python indices, collaborate with financial engineering and clients, use datasets like FactSet and LSEG Refinitiv, and contribute to thought leadership.