We are hiring a Quantitative Researcher specializing in Single Stock and Index Options for one of the world’s most prestigious hedge funds based in New York. This is a rare opportunity to join a high-performing, tech-driven trading team where your research will directly influence live trading strategies in global markets.
As a Quantitative Researcher, you’ll work alongside some of the best minds in finance, leveraging your expertise in statistics, mathematics, and programming to develop and implement cutting-edge options strategies. You'll be empowered by massive datasets, high-frequency data, and state-of-the-art infrastructure.
Key Responsibilities
- Design, develop, and refine alpha-generating models for single stock and index options
- Conduct in-depth research on volatility surfaces, options pricing, and execution models
- Analyze large datasets to uncover patterns, anomalies, and trading opportunities
- Collaborate closely with traders, software engineers, and portfolio managers
- Build and maintain backtesting frameworks and performance analytics tools
- Contribute to the continuous improvement of automated trading systems
Requirements
- Advanced degree (PhD or Master’s) in Mathematics, Statistics, Computer Science, Physics, or a related quantitative field
- Strong experience with options modeling, particularly in equities and indices
- Proficiency in programming languages such as Python, C++, or R
- Deep understanding of derivatives pricing, market microstructure, and statistical arbitrage
- Proven track record in quantitative research or systematic trading (internship or professional)
Why Join?
- Work for a top-tier hedge fund with a global reputation for innovation and performance
- Access to cutting-edge technology, data infrastructure, and capital
- Collaborative, high-impact environment with competitive compensation
- Unique career growth opportunities in quant research and trading
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