Quant - Systematic Volatility / Relative Value Quant - Systematic Volatility / Relative Value …

Durlston Partners
in New York, NY
Permanent, Full time
Last application, 24 Feb 21
Competitive Salary Package
Durlston Partners
in New York, NY
Permanent, Full time
Last application, 24 Feb 21
Competitive Salary Package
Posted by:
Ben Giles • Recruiter
Posted by:
Ben Giles
Recruiter
A leading hedge fund, with over $6bn AUM, are seeking a proven Quantitative Analyst to grow their business in New York / London.

The two areas our client specialises in are Volatility and Relative Value strategies, with a focus on Derivative products - they have extensive knowledge of this space relative to competitors as well as first class infrastructure to support these strategies.

 

Not only will you have the chance to build out core pricing and risk models, but you will also have the chance to work alongside some of the most successful and knowledgeable Portfolio managers in theirs space.

 

Requirements:

  • Masters or PhD in quantitative discipline
  • Experience in pricing and risk modelling in Derivative, Volatility or Relative Value strategies
  • Proficiency in Python or C++

 

We specialise in Systematic Quant Recruitment. For a confidential discussion about this role, and the market in general, please reach out to me at ben@durlstonpartners.com or send an application.

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