Quantitative Researcher

Derivative Quantitative Researcher Position RJA Asset Management LLC

RJA Asset Management (RJA) is an institutional asset manager focused on developing and implementing customized and systematic equity derivative strategies. Combining significant derivatives industry expertise with recognized world-class quantitative skills, we develop, test, and implement customized option-based strategies to meet the individualized needs of our clients.

We are located in Stamford, CT and we currently have an opportunity for an quantitative researcher who will have an integral role supporting our senior management team. The researcher will participate in strategy development and design by researching and testing implementable investment strategies. The researcher will also help develop and maintain models for derivative pricing, portfolio construction, and risk analytics and will have the opportunity to assist with research updates and market commentaries.

Requirements:

• Bachelor's degree, preferably in computer science, mathematics, or other quantitative area
• 4 years of experience or an advanced degree in a quantitative area, preferred
• Strong programming experience in languages such as VBA, C++, C#, or Python
• Working knowledge of derivative securities
• Extensive experience with Excel and PowerPoint
• Excellent quantitative and analytical skills
• Strong communication and interpersonal skills
• Futures and options trading experience a plus

If you are interested in applying for this position, please send your resume to careers@rja-llc.com.

Please note, no work visa can be provided for this role.