A Prop Trading firm in New York City is looking for an experienced Quantitative Researcher for a Global Equity desk to focus on Alpha and Optimization research on new and existing options volatility strategies. The ideal candidate would be responsible for researching volatility strategies and generating alpha on a collaborative pod. You will be a joining a team with an impressive background and superb performance, thus previous performance is crucial for your application to be considered.
Responsibilities:
- Conduct volatility research ideas to generate Alpha.
- Improve and optimize the capabilities and structure of current volatility strategies.
- Identify research objectives in terms of improving the profitability of currently live strategies.
- Design and back test new strategies for high and medium frequency trades.
- Stay up to date with market volatility and contribute innovative ideas to the team.
Requirements:
- 3+ years' experience in Quantitative Research (as a Quantitative Researcher or similar) for either a Hedge fund or Prop firm.
- Ability to research and generate new trading ideas.
- 2+ years' experience working on a volatility strategy desk or volatility research.
- Proficient in C++ and python in terms of designing and building trading strategies.
- Knowledge and expertise in statistical inference and predictive analysis.
- PhD or Master's degree in applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar.
Benefits:
- Competitive Compensation
- Great opportunities for organizational growth
- Hybrid working model
