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Sr. Quantitative Analyst, Volatility and Rates Options

Selby Jennings QRF
Manhattan, United States
Posted 1 day ago In-Office Permanent USD200000 - USD600000 per year
A growing hedge fund in New York City is looking to expand its macro portfolio by adding a mid level researcher to focus on volatility modeling. The position sits in a small team managing a large amount of capital, and will be focused on research, analytics, and risk managing a global macro book with volatility strategies in the fixed income options space.

Senior Quantitative Analyst - Volatility and Interest Rate Options

Responsibilities will be:
* Statistical modeling and analysis of interest rates data
* Volatility modeling & alpha research using options
* Research and trading risk of a large book of capital
* Quantitative Research on alpha ideas and strategies related to interest rate options and Relative Value trade ideas
* Medium frequency arbitrage and global options trading
* Risk management, and portfolio construction

The ideal candidate should possess:
* 4+ years of experience working with interest rates options
* Quantitative skills including volatility modeling, big data analysis, and strategy development
* Masters degree in a computational field
* Strong programming skills in Matlab, R, etc
* Excellent communication and interpersonal skills

job_description_image
Job ID  PR/370300
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