Volatility Quantitative Researcher
A leading Tier One Hedge Fund is seeking a highly skilled and motivated Volatility Quantitative Researcher to join their small, collaborative team based in New York. This is a unique opportunity to work on cutting-edge volatility strategies, primarily focusing on systematic equity and volatility approaches in a global setting.
As a Volatility Quantitative Researcher, you will be working closely with senior portfolio managers to develop and optimize volatility futures spreads and outright systematic strategies across global listed futures markets. The role offers a chance to make a significant impact by contributing to the research, analysis, and model implementation for sophisticated volatility strategies.
Key Responsibilities:
- Collaborate with the PM to develop and implement volatility futures spreads and systematic strategies across global listed futures markets
- Conduct research on global systematic options markets, focusing on single stocks vs. index spreads and selected bespoke ETFs to generate insights for systematic equity volatility strategies
- Apply both financial insights and statistical learning techniques to analyze a large variety of datasets, building strong predictive models to be deployed in the investment process
- Assist in automating the research, execution, and production frameworks within the trading environment
- Track strategy performance in real-time and provide feedback for optimization
Requirements:
- Masters or PhD in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or a related field
- Strong research and programming skills, primarily in Python, SQL, KDB and knowledge of Linux environments
- Experience with large data sets and advanced statistical techniques
- Strong economic intuition and critical thinking skills
- Product experience in statistical arbitrage strategies and volatility trading
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