What are the responsibilities and job description for the Quantitative Developer - Equity Derivatives position at Goldman Lloyds?
Quantitative Developer – Equity Derivatives | Single Stock Options | New York | Hybrid
We are working a leading investment firm to identify a Quantitative Developer for their single stock options desk. This is a high-impact seat combining quantitative research support with hands-on platform development — contributing to a greenfield build of the firm's backtesting and strategy production infrastructure at an early and influential stage.
What You'll Be Doing
- Designing and building a greenfield backtesting framework for single stock options strategies from the ground up
- Productionising quantitative strategies developed by the research team — translating research-grade code into robust, scalable production systems
- Building and maintaining analytics tools and data services supporting options strategy development and performance attribution
- Partnering directly with quant researchers and portfolio managers to understand strategy requirements and deliver reliable analytical infrastructure
- Handling large-scale equity and options datasets — ensuring data quality, integrity, and efficient processing
- Contributing to the ongoing evolution of the quantitative research and execution platform
What We Are Looking For
- Proven experience building backtesting frameworks from scratch — not configuring existing platforms, but designing and engineering the architecture end to end
- Strong Python proficiency in a production quantitative environment
- Deep understanding of single stock options — pricing, Greeks, volatility surfaces, and options strategy mechanics
- Experience productionising quantitative strategies — taking research code and engineering it into reliable, maintainable production systems
- Strong data engineering capability — handling large-scale equity and derivatives datasets
- Experience working directly alongside quant researchers or portfolio managers in a front office or desk-aligned capacity
- Strong academic background in a quantitative discipline — Mathematics, Physics, Computer Science, or Financial Engineering
Beneficial
- Experience with volatility modeling or options analytics platforms
- Familiarity with execution and order management for derivatives
- C experience alongside Python
- Prior single stock options desk or equity derivatives quant development experience
- Knowledge of market microstructure and options market dynamics
Location: New York | Hybrid
Compensation: Base Bonus (Advertised is base salary only)
Salary : $170,000 - $240,000