Volatility Quantitative Researcher | New York
A high performing NY based hedge fund is looking to add an experience Systematic Volatility Quantitative Researcher to the team. You will have the opportunity to work directly with senior QRs/PMs within the business while owning your own end-to-end research and strategy pipeline within the systematic volatility space.
Qualifications:
- Advanced degree in Physics, Mathematics, Statistics, Computer Science or other STEM fields
- 2+ years of end-to-end volatility alpha research experience
- Non-equity and long volatility experience are both preferred
Responsibilities include:
- Collaborate with senior QRs on the end-to-end research and development of systematic volatility strategies
- Application of mathematical and statistical modeling for daily research
- Preference for research strategies covering FX and/or rates volatility
If you meet the requirements and are interested in the position, please submit your resume today!
