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Apply by: 2023-06-12

Senior Quant Researcher - Derivatives Modeling

Published 2023-04-13

Role: Senior Quant Researcher – Derivatives Modeling

Location(s): New York, London, Paris

Squarepoint is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for our clients. We have deep expertise in trading, technology and operations and attribute our success to rigorous scientific research. As a technology and data-driven firm, we design and build our own cutting-edge systems, from high performance trading platforms to large scale data analysis and compute farms. With offices around the globe, we emphasize true, global collaboration by aligning our investment, technology and operations teams functionally around the world. Building on our quantitative research platform and process-driven approach, Squarepoint also runs discretionary strategies to take advantage of opportunities which are not suitable to be traded in a systematic strategy.

We are looking to add a Quantitative Researcher to our global volatility modeling team. As a member of our team, you will collaborate directly with our quantitative researchers and traders across all asset classes. You will be responsible for developing and enhancing our current volatility models to more precisely forecast aspects of our future returns and model risk of specific assets across a wide range of asset classes. This is an opportunity for you to work directly with our traders to develop models, risk management and vol trading tools. If you are a skilled modeler, with experience developing and implementing volatility models, we encourage you to apply.


  • Develop a library and several parts of trading infrastructure to value, risk-analyze derivatives, calibrate quantitative models on several asset classes including Equity, Rates, FX, Commodities, and Credit
  • Design quantitative vol screening and vol trading tools for traders
  • Implement models using numerical algorithms and associated calibration tools for valuing semi-exotic derivatives on all asset classes
  • Qualifications:

  • 3-10 years of relevant experience
  • Advanced degree in a quantitative or related field required
  • Strong programming skills, with at least one major programming or scripting language e.g., C++, Java, Python
  • Strong communication skills and the ability to collaborate with teammates globally
  • The minimum base salary for this role is $60,000 if located in New York. This expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates’ compensation and benefits will be determined in consideration of various factors.