My client is a hedgefund with a mandate for a quantitative researcher with experience designing and developing systematic strategies for VIX futures and volatility based products.
The role will involve working in collaboration with a long/short equities systematic trading team to develop complimentary strategies to hedge against downside risk and uncertainty. The team takes a systematic and rule driven approach to trading and we are ideally looking for an experienced quantitative researcher or systematic trader with the ability to design robust strategies that are systematic, simulated and automated. The ideal candidate will develop momentum, mean reversion VIX betting strategies that are orthogonal to the current strategies employed by the team.