Quantitative Researcher, Single Stock Volatility
On-siteMiami, Florida, United States
Job Summary
Research, develop, and automate alpha-generating trading strategies alongside the Portfolio Manager and quantitative researchers. Build and maintain proprietary datasets for research and model development, creating predictive models across short-, medium-, and long-term horizons using statistical and machine learning techniques. Develop portfolio optimization tools to monetize trading signals and manage risk, while partnering with technology teams to automate strategy execution. This role partners closely with the Head of Equity Volatility, Portfolio Managers, and Technology teams to research, develop, and automate alpha-generating trading strategies within the Single Stock Volatility team at Walleye Capital.
Required Qualifications
- Proficiency in Python
- statistical modeling of financial time series
- Basic understanding of equities
- Basic understanding of options
- Bachelor's or advanced degree in Mathematics
- Bachelor's or advanced degree in Computer Science
- Bachelor's or advanced degree in Engineering
- Bachelor's or advanced degree in another quantitative discipline
- Strong communication skills
- ability to clearly present research findings
- ability to collaborate across teams
- High attention to detail
- commitment to producing accurate, high-quality work
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