Our client is seeking a Quantitative Researcher to work in their New York office. The successful candidate will help to develop a range of systematic volatility products. The role sits within the alternative strategies research group within the asset management division of a bank.
Responsibilities
- Conducting quantitative research and developing systematic investment strategies using options.
Requirements:
- Experience designing and implementing systematic investment strategies using options.
- Experience working as a quantitative researcher from a leading asset manager, hedge fund or sell side group, focusing on volatility investment strategies.
Qualifications:
- Masters / PhD in a quantitative subject from a leading university.
