Title: Volatility Quantitative Researcher/Analyst
Compensation: $175k - $250k base salary + performance bonus
Summary: A legacy trading team at a Tier 1 Multi-Manager Hedge Fund is looking to expand their equity vol arb business. While the team is currently trading with monumental success, they are not fully scaled yet and is keen on onboarding a core member to complete the buildout and directly support the Sr. PM with the research and development of their trading strategies.
Responsibilities:
- Support the PM with the full life cycle of investment strategies on their trading desk.
- Analyze and model financial data to understand market volatility dynamics.
- Develop quantitative models and strategies to measure and forecast market volatility.
- Collaborate with traders and portfolio managers to implement volatility trading strategies.
- Contribute to cutting-edge research in the field of quantitative finance.
Qualifications:
- 2+ years of prior experience in a similar role at a reputable bank, market maker or hedge fund with volatility experience.
- Proficient in Python and/or C++.
- Knowledge of options pricing and derivatives is a plus.
- Strong quantitative skills and independent research capability.