quantitative researcher: options trading

Description
XR Trading is a proprietary trading firm with employees in the Netherlands, Singapore, UK and US. XR participates in a wide variety of marketplaces including global futures, equities, commodities, options, fixed income, and cryptocurrencies. Our culture emphasizes teamwork and focuses on continuous integration and test-driven development.
Job Function & Responsibilities
We are seeking a talented and self-motivated Quantitative Researcher to join our options trading team.
You will work in a collaborative team with the potential to deliver significant contributions through data-driven insights and by providing high-quality research tools enabling reproducible and well-tested research to take place across the firm. Our culture emphasizes teamwork and focuses on continuous integration and test-driven development.
The ideal candidate will be responsible for designing, developing, and enhancing our python.
data science tools and frameworks. This includes conducting alpha research, identifying new trading opportunities, and monitoring models in production.
Location
Work location is generally flexible and subject to approval
Education
Bachelor's degree in mathematics, physics, computer science, or a related quantitative field
Required Experience & Skills
Track record of conducting and applying quantitative research to options trading
Track record of integrating alpha signal research into options trading systems
In depth understanding of options pricing and volatility modelling
2+ years of relevant work experience
Strong knowledge of probability, statistics, and machine learning for time-series data
Excellent programming skills in Python (C++ familiarity is a plus)
Experience with software engineering best practices including TDD and CI/CD
Experience with distributed computing
Prior experience developing on a Linux stack
Effective prioritization while being mindful of long-term objectives
Able to take ownership of projects in a fast-paced collaborative environment
Strong attention to detail
Outstanding communication skills to collaborate with different stakeholders across multiple geographical locations
Please note: only individuals whose qualifications match our current needs will be contacted for further screening and/or interviews. XR Trading does not hire candidates who are currently on a student visa or who now or in the future will require XR to sponsor them for employment visa. Thank you for your interest in XR Trading
Below is the expected base salary range for this position. This position is also eligible for an annual discretionary bonus as additional compensation as well as company benefits listed below.
Base Salary Range
$130,000 - $180,000 USD
XR's Company Benefits Package
100% Employer-Paid
Medical Coverage
Dental Coverage
Health Savings Account
$50,000 Life Insurance Policy
Short-term Disability Insurance
Long-term Disability Insurance
Employee Assistance Program
Flexible Spending Accounts
Dental
Vision
401(k) Retirement Savings Plan
XR matches 50 cents to every dollar employee contributes
Pre-tax Transit Benefits
$50 stipend for each month
Annual reimbursement for bike sharing programs
Paid Time Off
Generous Annual Vacation and Sick Time
Maternity, Paternity and Adoptive Parent Leave
Continued Education
Tuition Reimbursement for relevant Undergraduate and Graduate School
100% reimbursement for successful completion of qualifying Certificate Programs, CFA Exams, and Single Courses
Anniversary Program
5 Years of Employment: 2 additional PTO days and a long-weekend trip for two to a local resort of your choice
10 & 20 Years of Employment: 6-Week Paid Sabbatical
15 Years of Employment: 3 additional PTO days and a long-weekend trip for two to a global destination of your choice
Other XR Perks
Option to Work Fully-Remote
Regularly Scheduled Company Sponsored Lunch
Access to Building Gym
Regular Corporate Events
Book Club
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