Associate Director/ Director Quant Researcher, Delta One, Equity Derivatives
Core
Develop and enhance systematic trading strategies for index arbitrage, statistical arbitrage, and ETF arbitrage within the Delta One equity derivatives space.
Role type
Senior IC quantitative researcher (Delta One)
Builds
Systematic trading strategies, pricing models, and hedging methodologies for indices, ETFs, and futures
Domain
Financial services / Quantitative finance / Equity derivatives
Deliverable
production ML models
Required skills
Python, C++, statistical modeling, back-testing, signal development, portfolio construction, hedging, time-series databases (DolphinDB/SQL), Linux
Preferred skills
Advanced degree in quantitative discipline, experience with high-frequency market data
Technologies
Python, C++, DolphinDB, SQL, Linux
Responsibilities
Generate and evaluate quantitative trading ideas; analyze historical market data to identify signals; research, prototype, and back-test systematic strategies; develop models for pricing and execution; monitor live strategy performance; translate research into production strategies.
Seniority
Senior, hands-on IC