Quantitative Researcher, Volatility - Medium-Frequency
Core
Construct, analyze, and manage single stock portfolios; conduct equity execution research to optimize trading strategies; perform market impact analysis to minimize trading costs.
Role type
Quantitative Researcher (Volatility - Medium-Frequency)
Builds
Single stock portfolios, optimized trading strategies, alpha signals
Domain
Financial markets, asset management, quantitative finance
Deliverable
production ML models
Required skills
Quantitative modeling and statistical analysis, Multi-asset portfolio construction and risk management, Algorithmic trading and execution optimization, Market-impact analysis, Alpha research, signal development, and validation, Programming using Python for data analysis and strategy development
Responsibilities
Monitor portfolio exposures, risk metrics, factor sensitivities, and performance attribution daily; Produce research reports and quantitative insights on portfolio performance, trading costs, and signal effectiveness
