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 to develop systematic signals and relative-value frameworks. Build and maintain options pricing models, risk analytics, and production-quality trading infrastructure. Requires strong quantitative experience in equity volatility and advanced Python programming skills for production-level code. A postgraduate degree in a quantitative field and experience at a hedge fund or proprietary trading firm is preferred.