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 in equity volatility and derivatives, develop systematic signals and trading frameworks, and build pricing, volatility, scenario, and risk models. Create and maintain research, backtesting, market-monitoring, and portfolio analytics tools, turning prototypes into production-quality systems while collaborating with the Portfolio Manager on strategy and risk. Candidates should have strong quantitative research or development experience in equity volatility, equity derivatives, or a related systematic trading strategy, with deep options and volatility knowledge. Advanced Python skills, experience building research or trading tools, strong quantitative methods, and the ability to take projects from research through production are required; an advanced quantitative degree and experience in relevant financial firms are preferred.