Relative-Value Volatility Quant Researcher

Austin Community College; Stamford (CT); On-site; USD 80,000 - 120,000; Full time

Job summary

A financial institution in Stamford, CT is seeking a mid-level quantitative researcher to enhance their investment team focusing on relative-value volatility trading. This role involves quantitative modeling, data engineering, and applied research to support trading initiatives. Candidates should have strong Python skills, familiarity with Snowflake, and a background in volatility products. The ideal candidate will work in a collaborative environment to deliver actionable research insights and strategies to senior stakeholders.

Qualifications

• 3-6 years of experience in a quantitative research or data science role at a hedge fund, bank, or trading firm.
• Solid understanding of volatility products and derivatives.
• Proficiency in Python and hands-on experience with Snowflake.

Responsibilities

• Research and implement relative-value volatility strategies.
• Build and enhance quantitative models for pricing and signal generation.
• Analyze market data to identify arbitrage opportunities.

Skills

Python programming

Quantitative analysis

Data engineering

Volatility products knowledge

Education

Advanced degree in a quantitative field

Tools

Snowflake

SQL

Job description

A financial institution in Stamford, CT is seeking a mid-level quantitative researcher to enhance their investment team focusing on relative-value volatility trading. This role involves quantitative modeling, data engineering, and applied research to support trading initiatives. Candidates should have strong Python skills, familiarity with Snowflake, and a background in volatility products. The ideal candidate will work in a collaborative environment to deliver actionable research insights and strategies to senior stakeholders.