Quantitative Researcher - Options & Volatility

  • $150000 - $500000 per annum
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 01 Feb 18 2018-02-01

A fully systematic start-up hedge fund is searching for a quantitative researcher to join their dynamic team. This fast-paced group is looking to bring aboard an individual who is prepared to take on responsibility while embracing an entrepreneurial environment.

Quantitative Researcher – Medium Frequency Trading in Options and Volatility


A fully systematic start-up hedge fund is searching for a quantitative researcher to join their dynamic team. This fast-paced group is looking to bring aboard an individual who is prepared to take on responsibility while embracing an entrepreneurial environment.  The firm has been around for five years and is currently expanding organically to keep up with market demands. The vacancy that they are looking to fill at the moment is a Quantitative Research position within their volatility team doing quantitative research and development alongside senior PMs and traders.


Responsibilities will include:

  • Systematic and quantitative research and development of trading strategies covering volatility based products
  • Research and implementation of new data using machine learning algorithms such as decision trees, neural networks, basis expansions
  • Backtesting and understanding of strategies including abstractions and requirements
  • Collaboration between team members in order to drive productivity and facilitate innovative ideas

Requirements:
 
  • 1+ years(s) of experience working in a trading desk / front office
  • B.S. in Computer Science or a degree in a similar scientific field
  • Strong programming skill in Python
  • Drive to succeed and see results, entrepreneurial mindset
 


Preferred Requisites: 

  • MS/Ph.D. in a STEM field
  • Direct experience researching and/or developing trading signals
  • Direct experience in machine learning or data analysis
  • Direct experience developing  models and/ or trading options or volatility derivatives
 



****Location: Boston or Texas ****