Equity Vol Quant Researcher – New York | Join the World’s Leading Hedge Funds
Permanent
Research
New York
We are hiring an Equity Vol Quant Researcher to join one of the largest and most prestigious hedge funds in the world, based in New York City. This is a unique opportunity to work at the forefront of systematic volatility strategies, leveraging cutting-edge quantitative models to drive performance in global equity markets.
Key responsibilities:
- Develop and refine quantitative models focused on equity volatility trading strategies.
- Conduct research and backtesting using large-scale financial datasets.
- Collaborate closely with Portfolio Managers, Traders, and Engineers to optimize signal implementation and risk management.
- Explore and apply machine learning and statistical methods to enhance predictive modeling.
Requirements:
- Advanced degree (PhD or MSc) in Quantitative Finance, Mathematics, Physics, Computer Science, or a related field.
- Strong programming skills in Python, C++, or R.
- Experience working with equity derivatives and a deep understanding of volatility surfaces and pricing models.
- Proven track record in alpha research, ideally within a hedge fund or proprietary trading firm.
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