Equity Volatility Quantitative Researcher
Core
Build, support, and integrate globally accessible quantitative trading infrastructure and bespoke alpha research tools for D1 and Equity Derivative products.
Role type
Senior IC quantitative researcher (volatility & derivatives)
Builds
In-house analytics, valuation tools, screeners, and trading infrastructure for D1 and Equity Derivative products
Domain
Financial services, quantitative trading, volatility modeling
Deliverable
production ML models
Required skills
Python, C++, stochastic volatility models, time series analysis, regression analysis, alpha research, signal generation, unit testing, code profiling
Preferred skills
Master's/PhD in Math, Physics, Statistics, Engineering, or Computational Finance, experience with listed/OTC markets, experience building trading tools
Technologies
Python, C++, Excel
Responsibilities
Support portfolio managers and analysts in building alpha research tools; assist in building internal analytics for D1 and Equity Derivative products; build valuation tools and screeners; test trading strategies and perform ad-hoc research; support trading and risk management with scenario analysis; document model assumptions and code architecture; identify and automate manual processes.
Seniority
Senior, hands-on IC