Skip to main content

This job has expired

You will need to login before you can apply for a job.

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
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:
  • 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

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert