Junior Quantitative Researcher – Options Intelligence

About the Company

We are developing an AI-driven investment platform designed to convert institutional-level market data into intelligent insights for everyday investors. Our goal is to enhance investor comprehension of global financial markets through advanced data analysis, research, and artificial intelligence. Instead of merely presenting charts or dashboards, we deliver products that clarify market movements, their underlying causes, and the potential pricing indicated by options markets.

Role Overview

We are seeking a motivated and inquisitive quantitative researcher passionate about transforming research into practical applications. This role involves exploring financial markets, developing analytics primarily using Python, and turning ideas into products adopted by investors globally.

Key Responsibilities

• Conduct thorough research on options markets to discover insights that can be incorporated into valuable product features.
• Construct intelligence around key options market elements such as implied volatility, options flow, open interest, dealer positioning, gamma and delta exposure, skew, term structure, earnings reports, macroeconomic events, and unusual options activities.
• Develop prototypes and analytical tools leveraging Python and extensive options market datasets.
• Create quantitative indicators, analytics, and AI-enhanced features aimed at retail investors.
• Partner closely with engineering teams to transform research findings into scalable, production-ready products.
• Regularly test and refine concepts by analyzing data, running experiments, and gathering user feedback.
• Produce clear and accessible explanations that demystify complex options market topics for investors.

Candidate Requirements

• Possess a Master's or doctoral degree in Finance, Financial Engineering, Mathematics, Statistics, Computer Science, Physics, or a related quantitative field.
• Have between two and five years of experience in quantitative research, working with derivatives or options analytics.
• Demonstrate a solid grasp of options pricing models, Greeks, implied volatility concepts, dealer hedging strategies, and market microstructure fundamentals.
• Be proficient in developing analytical tools and prototypes using Python.
• Exhibit strong analytical reasoning, problem-solving abilities, and effective written communication skills.
• Show self-motivation, curiosity, and enthusiasm for creating impactful products for investors.

Preferred Qualifications

• Experience working with OPRA or institutional options datasets.
• Background in market making, proprietary trading, or sell-side derivatives research.
• Familiarity with designing financial products.
• Programming experience in C++, Rust, or Go.

What You Will Build

You will contribute to a cutting-edge options intelligence platform that transforms complex institutional market data into actionable, easy-to-understand insights for retail investors. Beyond just representing data visually, your work will explain market dynamics and the pricing signals within options markets.