full-time
Quantitative Researcher
MA Capital
- Employer
- MA Capital
- Location
- New York
- Working pattern
- on-site
About the role
Research and develop systematic trading strategies for SPX and VIX index derivatives using existing infrastructure. Collaborate with traders and engineers to validate, deploy, and optimize pricing, execution, and risk management models. Requires a bachelor's, master's, or PhD in a quantitative discipline with 3-5 years of experience in a proprietary trading or hedge fund environment. Candidates must demonstrate a strong understanding of options pricing, volatility, and systematic strategy development with a track record of production deployment.