Quantitative Researcher - Volatility (II)
Core
Research and implement automated trading strategies, analyze large datasets to identify opportunities, and design components for trading simulation frameworks.
Role type
Quantitative Researcher (Volatility)
Builds
Automated trading strategies and simulation/backtesting components
Domain
Financial markets (US, Europe, APAC), Options/Derivatives
Deliverable
production ML models
Required skills
Financial intuition, Options/derivatives expertise, Python, KDB/Q, Git, Visual Studio Code, Statistical analysis, Multi-asset class knowledge
Responsibilities
Research and implement strategies within automated trading framework, Analyze large data sets using advanced statistical methods, Design and implement new components within trading simulation and backtesting frameworks, Develop strategies across multiple asset classes and financial markets