Quantitative Volatility Researcher - VIX and Volatility ETFs
- Employer
- Selby Jennings Buyside
- Location
- North Platte, USA
- Salary
- $150k - $300k
- Closing date
- Dec 1, 2022
View more
- Job Function
- Portfolio Management: Alternatives
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Title: Quantitative Researcher, VIX and Volatility ETFs
Compensation: base salary $100k - $225k + discretionary bonus
Summary: A leading trading firm based in New York is looking to onboard a Quantitative Volatility Researcher to join their automated US equity derivatives team. You will have the opportunity to drive PnL and innovation and work alongside experienced Traders and Researchers in a collaborative structure.
Responsibilities:
Qualifications :
Compensation: base salary $100k - $225k + discretionary bonus
Summary: A leading trading firm based in New York is looking to onboard a Quantitative Volatility Researcher to join their automated US equity derivatives team. You will have the opportunity to drive PnL and innovation and work alongside experienced Traders and Researchers in a collaborative structure.
Responsibilities:
- Drive collaborative effort with other Traders and Researchers in generating alpha, portfolio construction and arbitrage strategies.
- Participate in the full cycle investment process from idea generation to designing and developing alpha signals and strategies.
- Build and develop tools to facilitate risk operation and management.
Qualifications :
- 2+ years of prior experience in a similar role at a reputable bank, market maker or hedge fund with volatility experience, ideally volatility index focused
- Good understanding of pricing of VIX futures/options and VIX/SPX markets.
- Strong quantitative skills and independent research capability
- Proficient in Python and/or C++.
- BS/MS in a quantitative discipline
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