Quantitative Researcher - Volatility (II)
$185,000–$185,000 year
On-siteNew York, United States
Job Summary
Research and implement strategies within the firm's automated trading framework by analyzing large data sets using advanced statistical methods to identify trading opportunities. Develop a strong understanding of market structure across various exchanges and asset classes, then design and implement new components within trading simulation and backtesting frameworks. Independently perform comprehensive research on strategies spanning multiple asset classes and financial markets in the US, Europe, and APAC regions. This role requires a Bachelor's degree in a STEM field and one year of experience as a Quantitative Researcher, utilizing Python and KDB/Q for data analysis and algorithm implementation.
Required Qualifications
- Minimum of a Bachelor's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study
- 1 year of experience as a Graduate Quantitative Researcher, Quantitative Researcher, or related position for an investment/asset management organization
- At least 1 year of employment experience with Financial intuition and/or experience in options/derivatives
- Experience using programming languages (Python and KDB/Q) for data analysis, implementing algorithms, and writing business logic
- Experience with multiple asset classes and financial markets in the US, Europe, and APAC
- Experience using Git version control and source code management
- Experience working with integrated development environments (Visual Studio Code)
- Must be able to lift 50 lbs
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