Senior Quant Researcher: Intraday SPX 0DTE Options and Regime Detection

We are a small, options-focused investment firm building an intraday SPX 0DTE options program. We want a senior quant to help find and prove the strategies that go into it. THE GOAL A library of small intraday sub-strategies on SPXW 0DTE options, each selected and sized in real time by a micro-regime layer, on horizons from minutes to the full session, with no overnight positions. Every sleeve has to earn its place net of real execution costs. WHAT IS ALREADY BUILT - Data: SPXW quotes at one-minute and one-second resolution from 2022, trade prints paired with the quote at each trade, SPX and VIX index prints, ES, NQ and RTY futures, ETF bars and quotes, NYSE TICK and TRIN, VIX futures, and a daily forward capture of live SPXW quotes. - A custom event-driven backtester: fills at the executable bid or ask (never the midpoint), a required time-to-expiry convention for every Greek, deterministic reruns verified by hash, look-ahead ("future-poison") tests and an append-only audit log. - Research discipline: criteria-first registration, protected holdout windows, logged search histories, multiple-testing controls (deflated Sharpe, family-wise alpha spending) and blind replication of designated results. - Causal change-point features (CUSUM and Bayesian online change-point) and a genetic-algorithm search prototype tested against an equal-budget random search on synthetic planted-edge data. Validation of the full regime-switching procedure is in progress. - AI-assisted implementation and review (Claude Code and Codex agents), CPU and GPU research servers, self-hosted CI, paper-trading broker connectivity and an operations console. WHERE WE ARE Our broader research record contains more than 120 distinct ideas and more than 1,400 exploratory trial configurations across several research areas. We want a senior researcher who will challenge our assumptions, propose original hypotheses and own rigorous validation. WHAT YOU WILL DO 1. A paid review of our research record and engine, ending in an agreed, prioritized hypothesis and testing plan. 2. Write each hypothesis as a short spec with pass and kill criteria before any test, then build and test it with us. 3. Help build the regime-switching portfolio layer and carry survivors through holdout and paper trading. YOU HAVE - Hands-on experience researching or trading intraday SPX, SPXW, XSP or ES options. - Deep knowledge of 0DTE microstructure: spreads, fills, order types, PM cash settlement, intraday Greeks. - Causal regime detection (change-point, HMM, realized-variance models, intraday seasonality) and a healthy fear of overfitting. - Strong Python (pandas or polars, NumPy, DuckDB), tests and git; comfortable working alongside AI coding agents. - Nice to have: OPRA-level quote and trade data, production broker APIs, order-flow research, ML for tabular time series. ENGAGEMENT Paid hourly, about 15 to 30 hours a week, remote, with agreed overlap during US market hours. You work directly with the principal, with a weekly review. NDA and IP assignment required. Work runs on our infrastructure.