full-time
Equity Vol Quant Researcher
Point One - Hedge Fund Talent
- Employer
- Point One - Hedge Fund Talent
- Location
- New York
- Working pattern
- on-site
About the role
Conduct quantitative research on equity volatility and derivatives, developing systematic signals, pricing and risk models, and portfolio analytics. Build and maintain production-quality research and trading tools, analyze market and portfolio behavior, and collaborate with the Portfolio Manager on strategy development and risk assessment. Candidates should have strong quantitative research or development experience in equity volatility, equity derivatives, or a related systematic trading strategy, with deep options knowledge and advanced Python skills. They should also bring expertise in statistics, time-series analysis, numerical methods, derivatives pricing, and research infrastructure; an advanced quantitative degree and experience with C++ or trading systems are preferred.