full-time
Quantitative Researcher
MA CAPITAL U.S. LLC
- Employer
- MA CAPITAL U.S. LLC
- Location
- New York
- Working pattern
- on-site
About the role
Research, validate, and deploy systematic strategies across SPX options, VIX options, and related index products, using pricing models, volatility signals, and realistic backtesting assumptions. Monitor live performance and P&L, refine strategies as market conditions change, and collaborate with traders and engineers on pricing, execution, hedging, and risk management. Requires a quantitative degree and 3–5 years of quantitative research experience at a trading firm, hedge fund, market maker, or similar organization; direct SPX or VIX options experience is strongly preferred. Candidates should have production strategy experience with positive live P&L and strong knowledge of options pricing, volatility, hedging, execution, liquidity, and market microstructure.