Quant Researcher/Data Scientist - Volatility Alpha Technology
Core
Conduct quantitative research on market volatility, build systematic options datasets, and develop predictive models for alpha-focused investment processes.
Role type
Quantitative researcher/data scientist (volatility)
Builds
Systematic options datasets, backtesting infrastructure, event volatility models, and live systematic volatility-fitting frameworks
Domain
Financial markets (options, derivatives, volatility)
Deliverable
production ML models
Required skills
Python, R, MATLAB, C++, statistical modeling, machine learning, volatility surface fitting, options pricing, backtesting
Preferred skills
AI-based hypothesis testing, alternative data research, equity/commodities/forex/interest rates markets
Responsibilities
Generate systematic options P&L datasets, develop prototype strategies for alpha, integrate datasets into investment workflows, build quantitative research infrastructure
Seniority
Mid-level, hands-on IC