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About the Role
We are seeking an experienced Quantitative Researcher to join our options trading team and develop systematic strategies across SPX, VIX, and related index derivatives. This role will leverage existing infrastructure to identify, research, validate, and deploy strategies that generate real trading edge and P&L, working closely with traders and engineers in a highly collaborative environment with significant ownership and autonomy.
Responsibilities
- Research and develop systematic trading strategies across SPX options, VIX options, and related index products
- Develop signals using volatility surfaces, skew, term structure, relative value, cross-market relationships, market microstructure, and other statistical relationships
- Build and improve fair-value, pricing, and predictive models for options and volatility products
- Backtest strategies using realistic assumptions around transaction costs, liquidity, market impact, and execution
- Take research from initial hypothesis through validation, production implementation, and live trading
- Analyze live strategy performance, P&L drivers, drawdowns, and changing market conditions, and refine strategies accordingly
- Work closely with traders and engineers to improve pricing, signals, execution, hedging, and risk management
- Contribute to a repeatable research process for efficiently testing and deploying new strategies
Requirements
- Bachelor’s, Master’s, or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering, or a related quantitative discipline.
- 3–5 years of quantitative research experience at a proprietary trading firm, hedge fund, market maker, or other quantitative trading firm
- Direct experience researching SPX and/or VIX options strongly preferred
- Demonstrated experience developing systematic strategies that were deployed in production and generated positive live trading P&L
- Strong understanding of options pricing, implied volatility, volatility surfaces, skew, term structure, Greeks, and hedging
- Experience with systematic options strategies, relative value, statistical arbitrage, or volatility trading
- Strong understanding of transaction costs, execution, liquidity, and market microstructure
- Experience working with large options and futures datasets
- Ability to take a research idea from hypothesis through backtesting, validation, and production
Skills
- Volatility surfaces
- Skew
- Term structure
- Relative value
- Cross-market relationships
- Market microstructure
- Options pricing
- Implied volatility
- Greeks
- Hedging
- Statistical arbitrage
- Volatility trading
- Transaction costs
- Execution
- Liquidity
- Systematic strategies
- Machine learning
Location
- Global
Work Type
- Full-time
Experience Level
- 3-5 years
Education Level
- Bachelor's
- Master's
- PhD
Benefits
- Comprehensive Health Coverage: Medical, dental, and vision insurance
- 401(k) Retirement Plan: Supporting long-term financial security
About the Company
- MA Capital US LLC is a proprietary trading firm focused on systematic and discretionary strategies across global markets.
- Our edge is driven by technology, research, and a disciplined approach to infrastructure and risk.
- We operate a high-performance trading environment spanning multiple regions, co-location data centers, and global offices, with continued investment across research, technology, and trading.