Innovative Equity Volatility Quant Researcher

Point One - Hedge Fund Talent; New York (NY); Sur place; USD 180 000 - 300 000; Plein temps

Résumé du poste

Point One - Hedge Fund Talent is seeking a highly technical Equity Volatility Quant Researcher to join a New York-based investment team. The role spans quantitative research, model development, data analysis and production-quality tooling, working directly with the Portfolio Manager to influence platform and process.

You will develop systematic signals, pricing models and risk analytics for equity volatility, build backtesting and trading tools, and translate research into reliable production

Qualifications

• Strong quantitative research or development experience in equity volatility or related systematic trading strategy.
• Deep understanding of options and volatility products and dynamics of implied vs realised volatility.
• Experience with volatility surfaces, skew, term structure, dispersion, correlation and variance risk premia.

Responsabilités

• Conduct quantitative research across equity volatility and derivatives markets.
• Develop systematic signals, relative-value frameworks and trade-selection methods.
• Build and enhance options pricing, volatility-surface, scenario-analysis and risk models.
• Analyse implied and realised volatility, skew, term structure and volatility premia.
• Create research and portfolio analytics for idea generation, position construction and risk management.
• Develop backtesting, market monitoring and portfolio analysis tools.
• Source, clean and structure large datasets to support research.
• Translate research prototypes into robust production-quality code.
• Improve efficiency and scalability of research and trading infrastructure.
• Collaborate with Portfolio Manager on new strategies and risk assessment.

Connaissances

Quant research

Python programming

Options & volatility

Backtesting infra

Statistics & time-series

Production code

Large datasets

Communication

Formation

Advanced degree

Outils

C++

Java

Description du poste

Point One - Hedge Fund Talent is seeking a highly technical Equity Volatility Quant Researcher to join a New York-based investment team. The role spans quantitative research, model development, data analysis and production-quality tooling, working directly with the Portfolio Manager to influence platform and process.

You will develop systematic signals, pricing models and risk analytics for equity volatility, build backtesting and trading tools, and translate research into reliable production