Quantitative Researcher
Core
Conduct quantitative research on market volatility, develop predictive models, and build systematic options datasets to support alpha portfolio manager investment processes.
Role type
Quantitative Researcher (Volatility Alpha)
Builds
Systematic options datasets, back-testing infrastructure, event-volatility models, and live systematic volatility-fitting frameworks
Domain
Financial markets (Options & Derivatives) + Quantitative Research
Deliverable
production ML models
Required skills
Python, R, MATLAB, C++, statistical modeling, machine learning, data visualization, options and derivatives expertise, backtesting platform development
Preferred skills
AI-based hypothesis testing, alternative-data research, single-stock versus index spreads analysis, bespoke ETFs analysis
Responsibilities
Conduct quantitative research on market volatility including volatility-surface fitting and event-volatility analysis; Research global systematic options markets to develop datasets and prototype strategies; Combine financial intuition with statistical learning techniques to develop predictive models; Partner with senior portfolio managers to integrate datasets into investment strategies and risk-management workflows; Contribute to prototype alpha-strategy development
Seniority
Mid-Senior, hands-on IC