Description

An established Quant Hedge Fund focused on systematic volatility trading in NYC is looking for an experienced Equity Vol Quant Researcher to join. The fund is led by a veteran in the space who has a decade long track-record of profitable systematic cross-asset vol strategies. The incoming QR will work in a close-knit, collaborative team and will primarily focus on developing mid-frequency strategies to further drive PnL.

The team takes pride in their sophisticated research and trading infrastructure built out over the years which allows for members to efficient test hypotheses and identify profitable alphas. The ideal candidate will be effective in leveraging linear and non-linear techniques for generating signals and constructing new strategies that they can allocate.

The ideal candidate for this role will have:

• 3+ years alpha research experience
• Strong statistical and mathematical modeling experience (applied machine learning is a nice to have but not mandatory)
• Strong understanding of optimization techniques
• Strong Python capabilities
• Enjoys working in a collaborative environment