Senior Quantitative Developer - Volatility

Your Role

We are hiring a senior Quant / Quant Developer to build and scale our options and volatility data capabilities. This role requires deep expertise in options and volatility modelling, as well as the ability to turn sophisticated quantitative methods into high-quality, production-ready data.

The ideal candidate combines first-rate quantitative skills, strong coding ability, and a clear data mindset. You will take responsibility for core datasets, improve existing models and processes, and deliver reliable, scalable data consumed across the firm. Working closely with researchers, you will also help develop new features and datasets that support systematic research and alpha generation.

We are looking for a senior hands-on contributor who wants to stay close to implementation, solve hard problems directly, and operate with rigor and high standards. The role also calls for someone able to use AI in a sophisticated way to accelerate development and improve the quality and breadth of delivery.

Key Responsibilities

Own the build-out of the firm’s options and volatility data stack, spanning pricing, Greeks, and volatility surface construction / calibration.

Productionise quantitative models into institutional-grade datasets used directly in research, portfolio construction, and trading.

Design, harden, and scale data pipelines, controls, and validation frameworks to deliver robust production output at scale.

Work closely with researchers to develop signal-bearing features, improve dataset usability, and surface new alpha-relevant data opportunities.

Expand the platform’s analytical edge by identifying and developing new methodologies, datasets, and market coverage across options and volatility.

Use AI intelligently to accelerate research, implementation, and delivery quality.

Maintain production excellence, including monitoring, validation, troubleshooting, and continuous improvement of core data assets.

Your Skills

At least 8+ years of experience in quantitative finance, with a strong focus on options and volatility.

Degree from a top engineering school, or a Bachelor’s / Master’s in Mathematics, Computer Science, Physics, or a closely related quantitative field.

Deep understanding of options modelling, pricing, Greeks, and volatility surface construction and calibration.

Strong coding skills in Python; experience with C++ or Rust is a plus.

Solid experience working with data and numerical libraries such as Pandas, Spark, or Polars, in a Linux-based development environment.

Ability to turn quantitative models into reliable, well-structured, production-ready datasets.

Hands-on approach, with the ability to take ownership of existing topics, contribute quickly and drive them forward.

Strong rigor, good judgment, and a disciplined approach to testing, validation, and production-quality work.

Collaborative mindset and ability to work closely with researchers on quantitative features and dataset design.

Strong interest in using AI in a practical way to accelerate implementation and improve output quality.

Professional fluency in English.

Familiarity with cloud environments such as AWS is a plus.