Top 19 Option Volatility Quant Jobs

Equity Derivatives Risk Quant, Associate
Jefferies & Company, Inc. —New York, NY
- $100,000 - $140,000 a year
- Full-time
- Computer Science
- Office
- Finance
13d
Quant Researcher, OEX
Crypto.com —Remote
- $100,000 - $230,000 a year
- Full-time
- Remote
- Computer Science
- 5 years
- Master's degree
- Disability insurance
- Dental insurance
Quick Apply
Analyst/Associate – Equity Derivatives Quant/Trader
Jefferies & Company, Inc. —New York, NY
- $100,000 - $150,000 a year
- Full-time
- Computer Science
- Mid-level
- Java
Junior Quantitative Researcher (Ph.D.)
Old Mission —Chicago, IL
- $175,000 - $250,000 a year
- Full-time
- Computer Science
- Office
- Master's degree
- Disability insurance
- Health insurance
C++ / FPGA Developer
Hull Tactical Asset Allocation —Chicago, IL
- Email
- Hybrid work
- Mid-level
- Office
- C++
SVP, Equity Derivatives Risk Quant
Jefferies & Company, Inc. —New York, NY
- $200,000 - $250,000 a year
- Full-time
- 7 years
- Computer Science
- Office
Quantitative Trader
Goliath Partners —New York, NY
- $200,000 a year
- Mid-level
- Office
INDEX OPTIONS VOLATILITY TRADER
IMC Financial Markets —Chicago, IL
- $250,000 a year
- Full-time
- Bachelor of Science
- Research
- Mid-level
SENIOR EQUITY OPTIONS VOLATILITY TRADER
IMC Financial Markets —Chicago, IL
- $175,000 - $250,000 a year
- Full-time
- Mid-level
- Office
- Bachelor's degree
Quantitative Researcher - Systematic
Chicago Trading Company (CTC) —New York, NY
- $200,000 - $300,000 a year
- Hybrid work
- 5 years
- System design
- Math
- Paid parental leave
- Parental leave
Experienced Equity Options Trader
Belvedere Trading —Chicago, IL
- $150,000 - $200,000 a year
- Full-time
- Computer Science
- Mid-level
- Office
Quick Apply
Sr. Options PM
Collyde —Remote
- Full-time
- Senior level
- Under 1 year
Quick Apply
Quantitative Developer - Derivatives
IMC —Chicago, IL
- $175,000 - $250,000 a year
- Computer Science
- 5 years
- Research
Experienced Options Trader - SOFR
Akuna Capital —Chicago, IL
- From $145,000 a year
- Computer Science
- Engineering
- Office
- Health insurance
- Dental insurance
Experienced Commodities Options Trader
Belvedere Trading —Chicago, IL
- $150,000 - $200,000 a year
- Full-time
- Computer Science
- Office
- 3 years
Quick Apply
QUANTITATIVE RESEARCHER – FUTURES
IMC Financial Markets —Chicago, IL
- $250,000 - $300,000 a year
- Full-time
- Computer Science
- Analysis skills
- Math
Principal Quantitative Researcher - Systematic
Chicago Trading Company (CTC) —New York, NY
- $250,000 - $300,000 a year
- Hybrid work
- System design
- Analysis skills
- Doctor of Philosophy
- Paid parental leave
- Parental leave
QUANTITATIVE DEVELOPER - DERIVATIVES
IMC Financial Markets —Chicago, IL
- $175,000 - $250,000 a year
- Full-time
- Computer Science
- 5 years
- Research
MACRO ANALYST
IMC Financial Markets —Chicago, IL
- English
- Mid-level
- Office

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Equity Derivatives Risk Quant, Associate

Jefferies & Company, Inc. -
New York, NY

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Job Details

Full-time
$100,000 - $140,000 a year
13 days ago

Qualifications

Software coding
Programming languages
Data-driven problem-solving
Cross-functional communication

Full Job Description

We are seeking a motivated and detail-oriented Equity Derivatives Risk Quant at the Associate Level to join our Equity Risk Analytics team. This role is well suited for candidates with a strong quantitative background, solid programming skills, and early-career experience or demonstrated academic exposure in equity derivatives risk analytics , including VaR, volatility calibration, option pricing, scenario analysis, and stress testing .

The successful candidate will support the development, enhancement, and maintenance of risk analytics methodologies and tools for the firm’s equity derivatives business. The role will involve close collaboration with trading desks, risk managers, model development teams, and technology partners.

Key Responsibilities

Support the design, implementation, and enhancement of risk analytics solutions for equity derivatives , including:
- Volatility surface calibration
- Vanilla option pricing and risk analytics
- Value-at-Risk (VaR) calculations
- Scenario analysis and stress testing
- Sensitivity and exposure analysis
Assist in developing and maintaining tools for pricing, volatility calibration, and risk reporting across equity derivatives products.
Daily work with Market Risk, Credit Risk, SIMM, Quantitative Risk Development, and Technology teams to ensure risk measures are accurate, consistent, and robust.
Analyze model outputs, risk exposures, and market data to identify issues, explain movements, and support risk management decisions.
Contribute to methodology development for equity derivatives risk, including proxy modeling, time series construction, volatility modeling, and risk factor analysis.
Help investigate and resolve production issues related to risk calculations, data quality, model behavior, and analytics infrastructure.
Prepare clear documentation and analysis to support model development, validation, governance, and stakeholder communication.

Required Qualifications

Master’s or PhD in Quantitative Finance, Mathematics, Statistics, Physics, Engineering, Computer Science , or a related quantitative field.
0–3 years of relevant experience in quantitative finance, risk analytics, derivatives modeling, or a related area.
Academic, internship, or professional experience with equity derivatives , risk analytics , or related quantitative methods.
Familiarity with one or more of the following areas:
- Equity option pricing
- Volatility surface calibration
- Value-at-Risk (VaR)
- Stress testing and scenario analysis
- Greeks and sensitivity analysis
- Market data and time series analysis
Strong programming skills, preferably in Python , with the ability to write clean, efficient, and well-documented code.
Strong analytical and problem-solving skills, with a high level of attention to detail.
Hard-working, diligent, and proactive, with a willingness to learn complex products, models, and systems.
Good communication skills and ability to work effectively with quantitative, risk, trading, and technology teams.

Preferred Qualifications

Prior internship or full-time experience in equity risk analytics , equity derivatives , market risk , quantitative research , or model development .
Experience with VaR , volatility modeling, option pricing, or risk factor modeling.
Familiarity with equity derivatives products such as vanilla options, variance swaps, autocallables, barriers, or other structured products.
Exposure to regulatory or risk frameworks such as capital charge calculations, or stress testing methodologies.
Experience working with large datasets, market data, time series, or risk production systems.
Familiarity with the EQF platform is desirable but not required.

Primary Location Full Time Salary Range of $100,000 - $140,000.

Apply Now

Refine Your Search

Option Volatility Quant jobs

Equity Derivatives Risk Quant, Associate

Quant Researcher, OEX

Analyst/Associate – Equity Derivatives Quant/Trader

Junior Quantitative Researcher (Ph.D.)

C++ / FPGA Developer

SVP, Equity Derivatives Risk Quant

Quantitative Trader

INDEX OPTIONS VOLATILITY TRADER

SENIOR EQUITY OPTIONS VOLATILITY TRADER

Quantitative Researcher - Systematic

Experienced Equity Options Trader

Sr. Options PM

Quantitative Developer - Derivatives

Experienced Options Trader - SOFR

Experienced Commodities Options Trader

QUANTITATIVE RESEARCHER – FUTURES

Principal Quantitative Researcher - Systematic

QUANTITATIVE DEVELOPER - DERIVATIVES

MACRO ANALYST

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