Equity Volatility Analyst
Key Responsibilities: Market Analysis: Combine fundamental and quantitative analysis to identify mispricing and trading opportunities in the volatility markets. Scenario Analysis: Perform scenario analysis for upcoming events and communicate findings with traders. Real-Time Analysis: Monitor market-moving news and provide real-time analysis on evolving events. Research: Conduct time-sensitive research on stocks within and outside of your coverage universe. Catalyst Mapping: Map out long-term catalyst paths for single stocks and ongoing market themes. Team Growth: Assist in the growth of the fundamental research team by identifying and building new processes, tools, and strategie Qualifications: Experience: Proven experience in volatility trading and market analysis. Analytical Skills: Strong analytical skills with the ability to combine fundamental and quantitative analysis. Technical Proficiency: Proficient in programming languages such as Python, R, or C++ and experience with trading platforms and tools. Communication: Strong communication skills to effectively share findings with traders and team members. Risk Management: Excellent risk management skills with a thorough understanding of risk metrics and controls. Education: Bachelor's degree in Finance, Economics, Mathematics, Computer Science, or a related field. Advanced degrees or relevant certifications (e.g., CFA) are a plus
US$150000 - US$350000 per year
New York
Apply
Quantitative Analyst
A large-scale energy/utility provider with a strong power marketing function is seeking a Quantitative Analyst based in their Kansas City HQ or Topeka, KS office. The firm provides energy services to ~4.5 million customers across the mid-west. The company engages in energy trading to manage their energy portfolio, hedge against price volatility, and ensure a reliable supply of electricity for their customers. This role reports directly to the firm's Senior Director in Risk Management & Strategy. They can hire across experience levels for this mandate (3-10 years' experience) and are targeting a candidate with strong quant modeling skills with knowledge in power markets. In this role you will be responsible for: Developing quantitative models and strategies in support of trading, risk, investments, and pricing Develop quantitative models and algorithms to analyze financial markets, assess risk, and optimize trading strategies Manage portfolio risk through building VaR and stress testing models Work directly with traders, portfolio managers, and other stakeholders Qualifications include: Bachelor's degree in Finance, Economics, Mathematics, Statistics, Engineering, or related field 3+ years' experience as a quant analyst in a trading environment Programming skills in Python, R, MATLAB Experience with quantitative modeling techniques such as time-series analysis, regression analysis, and machine learning
Discretionary Bonus
Kansas City
Apply
Energy - Credit Risk Manager
A large-scale energy/utility provider with a strong power marketing function is seeking a Quantitative Analyst based in their Kansas City HQ or Topeka, KS office. The firm provides energy services to ~4.5 million customers across the mid-west. The firm engages in energy trading to manage their energy portfolio, hedge against price volatility, and ensure a reliable supply of electricity for their customers. This role reports directly to the firm's Senior Director in Risk Management & Strategy. They are targeting a candidate with 4-6 years' experience with strong quant modeling skills with knowledge in power markets. In this role you will be responsible for: Facilitating and implementing Counterparty and Credit Risk policies - responsible for ensuring new commercial strategies align with overall risk framework Leading a team of 3 risk analysts Developing risk limits and maintaining portfolio-level risk metrics accounting for cross-market correlations in energy, congestion, and REC prices Develop stress and scenario analysis for Credit exposure, monitoring the execution of hedging/optimization activities Review forward market price volatility curves and correlation assumptions for stochastic risk modeling. Facilitate trading strategy performance benchmarking and establishing risk limits. Participate in contract negotiations including Credit terms, evaluate credit risk of proposed transactions, propose mitigating actions and credit support terms Support Risk quantification and valuation of hedges, EMAs, and other structured transactions for contract negotiations and deal modeling Monitor margin calls, forecast collateral needs, and work with Treasury on cash management Manage adequate collateral in the form of Cash, Letter of Credit, Guarantees, Surety Bonds, Performance Bonds, and other approved instruments Participate in SPP Credit working group, evaluating proposals and identifying opportunities Evaluate collateral needs of ARR/TCR/LTCR auctions and enable congestion strategy Qualifications: Knowledge of US Electricity markets and power systems with direct experience with at least one ISO market, preferably SPP market Exposure to regulatory expectations and industry standards concerning risk management practices including risk management modeling. Proficient in developing predictive models using mathematical and statistical methods to identify, analyze, and mitigate energy market risks with an understanding of option valuation and Greeks. Experienced in at least one programming language, preferably Python or R, with a demonstrated track record of developing complex financial models and implementing them into a production system. Strong SQL and data mining skills.
Negotiable
Kansas City
Apply
Quant Trader - Equity Options
What you will do: Collaborate with Senior traders to optimize existing strategies and drive PnL Keep up to date with market trends and new technologies to stay ahead of the curve Work with researchers and developers to contribute to the design, development, and implementation of new strategies Your background: 1+ years of experience in the market making space Strong understanding of options theory and derivatives pricing Ability to use Python for data analysis and tools development S.+ in a quantitative field (Math, Stats, Computer Science, Physics)
US$150000 - US$250000 per annum + + bonus
Chicago
Apply
Senior/Junior Machine Learning Quant Researcher
Company Overview: A leading hedge fund based in New York City, specializing in quantitative investment strategies that combines rigorous quantitative research with advanced technology to capitalize on market opportunities across global financial markets. Job Description: They are seeking both Senior and Junior Machine Learning Quantitative Researchers to join their dynamic team. As a member of their research group, you will collaborate closely with portfolio managers, data scientists, and technologists to develop and implement cutting-edge machine learning models and quantitative trading strategies. Responsibilities: Research and Development: Conduct research to develop, refine, and implement machine learning models for alpha generation and risk management. Data Analysis: Analyze large datasets to identify patterns, correlations, and predictive signals relevant to financial markets. Model Implementation: Translate research prototypes into production-grade code that can be deployed in live trading environments. Collaboration: Work closely with portfolio managers to integrate quantitative research insights into investment strategies. Optimization: Continuously optimize and enhance existing models to improve performance and efficiency. Qualifications: For Senior Researchers: Advanced degree (Ph.D. preferred) in Computer Science, Mathematics, Statistics, Physics, Engineering, or a related quantitative field. Proven track record of developing and deploying machine learning models in a financial or trading environment. Strong programming skills in languages such as Python, R, or C++. Deep understanding of financial markets and quantitative trading strategies. Leadership and mentorship experience is a plus. For Junior Researchers: Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or a related quantitative field. Some experience or coursework in machine learning and data analysis. Proficiency in programming languages such as Python, R, or MATLAB. Interest in financial markets and quantitative finance. Strong analytical and problem-solving skills. Additional Skills: Experience with libraries and frameworks such as TensorFlow, PyTorch, or scikit-learn. Familiarity with big data technologies (e.g., Hadoop, Spark) is a plus. Excellent communication skills and ability to work effectively in a collaborative team environment. Benefits: Competitive compensation package including base salary and performance-based bonuses. Comprehensive benefits package (healthcare, dental, vision, retirement). Opportunity for professional growth and career advancement in a dynamic and intellectually stimulating environment.
US$200000 - US$450000 per year + Performance Based Bonus
New York
Apply
ABS/RMBS Quantitative Strategist
ABS/RMBS Quantitative Strategist - Florida A top specialized fixed income hedge fund is looking to add a strong securitized product quantitative strategist to their specialized research team. This seat will be responsible for building and improving critical statistical models across securitized products, with a focus on ABS and RMBS. This is an excellent opportunity to take the next step in your career by working along an industry expert as part of a highly successful organization. Responsibilities will include: Development and implementation of statistical pricing models for forecasting ABS, RMBS, and other securitized products. Research and analysis on performance of consumer financial products within ABS and RMBS. Development and implementation of efficient data management techniques via SQL. Research and analysis on existing loan pools. Ideal candidates should possess: Excellent Python programming skills, SQL and C++ are also preferred 2-4 years of experience working in a research seat Bachelor's degree in a quantitative field Excellent communication skills and drive to work in a fast paced and competitive environment If there is an interest, please click the APPLY NOW button below.
US$175000 - US$350000 per year
Florida
Apply
Quant Analyst (Trade Operations)
I'm leading the buildout of a trading analytics department at a NYC based digital assets company. More specifically, the company is a crypto conglomerate, operating in prop trading, asset management and venture capital. Based on the firms continued success in 2024, they are looking to add an experienced Trading Operations analyst as they scale the hedge fund globally. On a daily basis you will interface with the CEO and Trading department to monitor trades, enhance strategy performance, and assist with risk management. Responsibilities: Manage and execute quantitative systematic trading strategies, ensuring continuous operation and accuracy Monitor order execution to mitigate risk and optimize performance on existing algorithms Analyze trade data utilizing Python or similar language Work alongside developers and traders to modify and maintain an algorithmic code base to implement fixes Manage treasury functions facilitating vendor and 3rd party payments in both fiat and crypto Conduct proper due diligence for vendor and 3rd party payments Requirements 2-5 years experience in a trading operations role or similar within a hedge fund or prop trading business Experience managing quantitative strategies, treasury, quantitative risk, or similar Degree in a Quantitative field or Accounting (with quant background) Technical experience with Python
US$120000 - US$160000 per year + Bonus and Benefits
New York
Apply
Experiences Helpdesk Specialist
Our client is a top Global Hedge fund, is looking for a highly experienced IT Specialist. You will be required to diagnose hardware/software issues and implement system updates while maintaining data security standards. You will work closely with cross-functional teams to enhance user experience by providing technical support and resolving any issues that may arise. Strong problem-solving skills and effective communication are essential for success in this role, as well as excellent time management skills to manage multiple tasks simultaneously. Responsibilities Provide first-line technical support to Symmetry staff across all departments, ensuring prompt and efficient resolution of hardware, software, and network-related issues Monitor and manage the helpdesk ticketing system, prioritizing and escalating issues when necessary, and ensuring timely resolution Troubleshoot and resolve a wide range of technical issues, including computer hardware, software, networking, remote access, and telephony Maintain a strong understanding of our technology stack, including proprietary applications and systems used within the hedge fund industry Collaborate with other technology team members and external vendors to address more complex issues and implement solutions Build a strong and efficient relationship with Symmetry's main Managed Services Provider Participate in the onboarding and offboarding process, setting up and decommissioning user accounts and equipment as needed Assist with the documentation and maintenance of IT policies, procedures, and knowledge base articles Contribute to the continuous improvement of helpdesk processes and procedures Provide after-hours and on-call support as needed such that the firm has a 24/7 worldwide coverage Requirements A minimum of 3 years' experience in helpdesk or IT support roles Experience working in the asset management, hedge fund or investment banking industry is preferable Strong knowledge of Windows operating systems, Microsoft Office Suite, and common desktop applications Familiarity with networking concepts and troubleshooting (TCP/IP, VPN, DNS, DHCP) Experience supporting remote access solutions, such as Citrix and VPN Excellent problem-solving and troubleshooting skills, with the ability to diagnose and resolve complex technical issues Strong communication and interpersonal skills, with the ability to effectively communicate technical information to non-technical users A customer-focused mindset and a dedication to providing exceptional support to our employees What work will the successful candidate do in the first 3-6 months Knowledge transfer from the existing team Work hand-in-hand in daily support with the Helpdesk and Server and Application Support teams Build relationship with Symmetry's main Managed Services Provider
Up to HK$1 per annum
Hong Kong
Apply
Quantitative Researcher - Systematic Macro
I am currently partnering with a high performing New York based Hedge Fund that is currently looking to build out a team within the Systematic Macro space under a Senior PM within the business. They are looking to add on a Quantitative Researcher that will partner closely with the PM to develop and refine the systematic strategies and frameworks for the team, as well as someone who has a deep breath of experience within ML libraries and frameworks for the team utilize. You will play a critical role in driving the investment process and contributing to the overall success of the pod. Key Responsibilities: Develop and implement advanced quantitative models to analyze macroeconomic indicators, interest rates, currencies, and other asset classes. Collect, clean, and manage large and complex datasets from diverse sources, ensuring data quality and integrity for research and modeling purposes. Conduct thorough research on global macroeconomic trends and generate signals to identify and develop systematic trading strategies. Perform extensive backtesting and simulation of trading strategies to assess their robustness, performance, and risk characteristics. Work closely with the PM to translate research findings into actionable investment strategies and continuously refine and improve existing models. Qualifications: Master's degree or Ph.D. in Finance, Economics, Mathematics, Statistics, Engineering, or a related field. 2+ years of experience in quantitative research or analysis within systematic macro or related financial fields. Proficiency in programming languages such as Python or C++. Strong knowledge of statistical analysis, machine learning techniques, and data visualization. Deep understanding of macroeconomic theory, global markets, and financial instruments including interest rates, currencies, and commodities. Exceptional analytical and problem-solving skills with the ability to interpret complex data and develop actionable insights. Excellent written and verbal communication skills, with the ability to present complex information in a clear and concise manner.
US$300000 - US$450000 per year
New York
Apply
