🛠 Tech Stack

💼 About This Role

You'll design and implement systematic volatility trading strategies using statistical and machine learning models. Your research will directly impact automated trading systems in a high-performance computing environment. You'll collaborate with traders and technologists to translate insights into production signals for liquid derivatives markets.

🎯 What You'll Do

• Design, backtest, and implement systematic volatility trading strategies
• Develop statistical and machine learning models for volatility forecasting
• Collaborate with traders, technologists, and risk managers
• Monitor and improve strategy performance with risk controls

📋 Requirements

• Master's degree in STEM, Financial Economics, or Operations Research
• 3 years experience as Quantitative Researcher or related role
• C++, Java, Python, or KDB programming skills
• Alpha research in volatility trading with backtesting

✨ Nice to Have

• Experience with options pricing models
• Familiarity with high-performance computing environments

🎁 Benefits & Perks

• 💰 Competitive base salary
• 🏢 New York City location

📨 Hiring Process

Estimated timeline: 2-4 weeks · AI estimate

1. 1Recruiter Call· 30 min
2. 2Technical Interview· 1 hour
3. 3On-site Interviews· 4 hours