Quant Developer – Options Volatility Research Platform

Seeking a quant developer to build a research platform focused on equity options volatility strategies. The platform will: Import and store historical options chains Reconstruct implied volatility surfaces Calculate position and portfolio Greeks Simulate delta-hedged positions Measure realized vs implied volatility spreads Backtest earnings-volatility strategies Generate PnL attribution reports When applying, include examples of work such as: An options backtester that processed full historical option chains and supported multi-leg strategies A volatility surface model built from raw options data A system that calculated portfolio Greeks across thousands of contracts Research infrastructure that ingested OPRA, Polygon, Databento, or similar market data feeds Execution systems integrated with Interactive Brokers, Tradier, Tastytrade, or broker APIs Performance reports, research notebooks, architecture diagrams, or GitHub repositories demonstrating the above