Volatility Quant Researcher - NYC Hedge Fund
A top performing, NYC multi-manager hedge fund is looking to add a junior Quantitative Researcher to a small and collaborative PM pod. This team has a lengthy track record of success and is looking to grow within the equity and credit volatility products.
This is an amazing opportunity for a candidate coming from the sellside supporting an eTrading or MM team to take the next step in their career with a challenging new role within a premier PM pod.
Responsibilities will include:
- Collaborate with the PM and other members of the pod to run the options portfolio effectively on a daily basis
- Conduct quantitative research into signals and models within equity or volatility products
- Analyze and use historical options data to identify potential trading strategies.
- Ad-hoc support for other projects and tools within the team
Ideal candidates should possess:
- 2+ years of quantitative research experience within equity or credit volatility products, ideally supporting a sellside eTrading or market-making desk
- Exceptional programming and quantitative skills (python and SQL), and experience works with large scale data sets/analytics
- Masters or PhD in a quantitative field from a top ranked university
- Excellent communication skills and the ability to articulate ideas and work to colleagues
If there is an interest, please click the APPLY NOW button below.
