We are partnering with a U.S.-based proprietary trading firm that is making a significant investment in the growth of its options business and is seeking its first Quantitative Researcher. The business is supported by a lead options trader and two experienced developers, with the core infrastructure and technology stack already in place. As the inaugural research hire, you will play a key role in shaping the team's research framework, strategy development, and long-term trading capabilities, with the opportunity to make an immediate impact from day one. The team is open to candidates with experience across SPX and/or VIX options strategies from either market-making or market-taking environments. This role is ideal for a researcher seeking substantial autonomy, direct influence on trading outcomes, and the opportunity to help define the future direction of a growing options platform. The ideal candidate will have a proven track record of developing profitable options strategies, taking ideas from research through production, and generating realized P&L in live trading environments. Responsibilities

• Research, develop, and deploy systematic trading strategies across SPX and/or VIX options.
• Identify and capitalize on opportunities across proprietary trading initiatives.
• Contribute to the continued growth and evolution of the firm's options business and trading infrastructure.
• Monitor strategy performance and continuously refine models to improve risk-adjusted returns and execution quality. Requirements
• Experience researching, trading, or managing risk within SPX and/or VIX options markets.
• Proven track record running systematic options strategies at a hedge fund, proprietary trading firm, or market maker.
• Demonstrated ability to generate realized P&L from live trading strategies.
• Experience taking ideas from research through deployment and production.
• Background in either market-making or market-taking options strategies.
• Experience with high-frequency (HFT) and/or medium-frequency (MFT) trading strategies.
• Strong quantitative foundation with expertise in statistical modeling, derivatives, options pricing, and market microstructure.
• Proficiency in Python and other quantitative research and development tools.