Quantitative Researcher - Equity Volatility- Global Hedge Fund
Core
Build a Vol Alpha library for Portfolio Managers and expand systematic volatility trading strategies to decrease onboarding time.
Role type
Quantitative Researcher (Equity Volatility)
Builds
Vol Alpha library, systematic volatility trading strategies
Domain
Financial services, Equity derivatives, Volatility
Deliverable
production ML models
Required skills
Python programming, Equity derivatives modelling, Vol surface fitting, Backtesting systems, QIS Strategies, Dispersion trading, Relative value trading, VIX complex strategies
Preferred skills
KDB, SQL
Technologies
Python, KDB, SQL
Responsibilities
Build a Vol Alpha library for PMs, Develop classic volatility trading strategies, Collaborate with Portfolio Managers and trading pods, Expand systematic vol PMs
Seniority
Mid-level (2-6 years experience)