Remote Funded Earnings Volatility Trader — New York, NY
New York, NY
Maverick Trading
Trade the volatility cycle around earnings — both sides of the print.
Trade from the city the market is built around — same time zone as the bell, same rhythm as Wall Street.
An earnings volatility trader at Maverick specializes in the predictable volatility patterns around quarterly earnings releases. The strategy is highly seasonal — earnings season is intense, off-season is quiet — and the trader is expected to manage the rhythm of that cycle, not to force trades during slow weeks.
Trading from New York, NY
New York is the geographic and historical center of US capital markets. The NYSE, NASDAQ, every major investment bank, the bulk of hedge fund AUM, and a deep talent pool sit within a few square miles. For a trader, that means the most professional community in the world, the tightest co-location latency if you ever needed it, and a labor market where almost everyone you meet has either traded, sold to traders, or built tech for trading.
Local ecosystem: NYSE and NASDAQ are based here; Cornell Tech, NYU Stern, Columbia, and Baruch produce most of the country's quant talent.
Time zone: ET — the NYSE opens at 9:30am local for traders based in New York.
What You'll Trade
Earnings-cycle plays across single-name equity options. Strategies include short premium structures (iron condors, short strangles in defined-risk form) to capture IV crush, long premium structures (long straddles, debit spreads) when implied move is underpricing realized history, and post-earnings drift trades that exploit price continuation after a beat or miss.
Day-to-Day
- Maintain the earnings calendar for the upcoming 2–4 weeks; flag candidates by IV rank and historical implied vs. realized moves
- For each candidate, build a thesis: is the market underpricing or overpricing the expected move?
- Position before close on earnings day; size off max loss, not premium
- Morning after earnings: manage the position — IV crush is fastest in the first hour after open
- Track per-trade expectancy by ticker and by season; some names are reliably mispriced, others aren't
Risk Profile
Earnings trades carry binary risk by design — the print is either in the expected range or it isn't. Maverick caps per-trade max loss strictly, requires defined-risk structures (no naked premium selling into earnings), and limits the total number of concurrent earnings positions to keep correlated event risk manageable.
Who Succeeds in This Role
- Traders who have already run a sample of earnings trades and know their own win rate honestly
- People who can size aggressively when edge is real and skip the print entirely when it isn't
- Candidates who think in distributions — earnings outcomes are not normally distributed
- Traders who can stop trading during the quiet weeks between earnings seasons
Why This Role Exists at Maverick
Earnings volatility is one of the few areas where retail options markets still mispriced systematically. The role exists at Maverick because the strategy is seasonal, finite, and well-suited to traders who want a structured, repeatable framework rather than open-ended directional trading.
What Maverick Offers
- Trade firm capital — no personal capital at risk
- 65%–90% profit split based on performance tier
- Performance-based capital scaling, no upper cap
- Professional training and mentorship from active traders
- Fully remote — trade from anywhere with reliable internet (US applicants)
- Monthly ACH payouts
- No challenge accounts, no evaluations, no monthly fees
About Maverick Trading
Maverick Trading is a proprietary trading firm founded in 1997. We allocate firm capital to disciplined traders and scale buying power based on performance. We are not a brokerage, we do not run challenge accounts, and we do not sell evaluations. We profit only when our traders profit.