Quantitative Researcher, Equity Volatility
- Location
- New York, NY
- Listed
- 30 days ago
Firm Overview
Walleye Capital is a $17 billion+ multi-strategy investment firm headquartered in New York City, with over 400 employees across five main offices. Founded in 2005 as an options market maker, we have organically grown into a global investment firm specializing in Volatility, Fundamental Equities, and Quant strategies.
At Walleye, we continuously innovate by focusing on three core principles: approach, platform, and people. Our approach is to allocate risk capital where we believe there is not only a compelling opportunity, but also a clear ability to define our tangible edge.
We seek to leverage the mathematical benefits of diversification while utilizing sophisticated infrastructure, technology, and our balance sheet to do so in a structurally advantageous way. Our platform, developed over two decades, is central to our operations, evolving alongside business complexities and technological advancements to support our team's success.
Our people are our greatest asset, and we've cultivated an environment that attracts top talent by balancing autonomy with collaboration, and intelligence with integrity.
About the role
We are seeking an experienced Quantitative Researcher with a focus on equity derivatives to join our team. The ideal candidate will possess a strong background in derivative pricing models and have a deep understanding of the financial markets. This role involves working with both existing and new models, as well as related tools, to support our volatility trading business.
Responsibilities
- Model development: Build and maintain pricing and analytics tools for a variety of volatility products.
- Technical support: Provide front-line support for users of available tools and models.
- Data analysis: Utilize and extend rich data sets to identify further improvements.
Qualifications
- Education: Master's degree or Ph.D. in quantitative fields such as Finance, Mathematics, Statistics, Physics, or Engineering.
- Experience: 4+ years working directly with derivative pricing models in a high-performance trading environment, with 8+ years preferred.
- Technical skills: Proficiency in financial modeling and quantitative analysis, particularly related to equity derivatives.
- Programming: Experience with programming languages such as Python, R, Java, or C++.
- Analytical skills: Strong analytical and problem-solving skills with attention to detail and the ability to work with complex data sets.
- Desirable Expertise: Knowledge of pricing exotic options and fitting market data is highly valued but not mandatory.
Base salary
$200,000 plus a competitive bonus and comprehensive benefits package.
Equal opportunity and legal notices
Walleye is an equal opportunity employer. Individuals seeking employment are considered without regard to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, sexual orientation, or any other category protected by applicable law.
From Walleye Capital's careers page, first listed on Rolev.ai on October 10, 2026. Rolev.ai is not the employer.
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Common questions
Where is the Quantitative Researcher, Equity Volatility job at Walleye Capital located?
This Quantitative Researcher, Equity Volatility position at Walleye Capital is located in New York, NY. Always check Walleye Capital's application page for specific state eligibility or relocation policies.
How do I apply for the Quantitative Researcher, Equity Volatility position at Walleye Capital?
This listing links directly to Walleye Capital's Greenhouse application page. You can apply directly on Walleye Capital's site, or use Rolev.ai to check your resume fit, generate a zero-hallucination tailored resume and cover letter for this posting, and autofill the Greenhouse application form in 1 click with the Rolev.ai Chrome extension. You always review the form and press Submit yourself.