Volatility Quantitative Researcher | Single Stock Equities | Hedge Fund

Delmar Nord; Miami (FL); On-site; USD 120,000 - 180,000; Full time

Job summary

Delmar Nord in Miami is seeking a Quantitative Researcher for its Single Stock Volatility team to work directly with the Head of Equity Volatility and senior PMs, developing research that informs live trading decisions.

You will research alpha-generating strategies on equities and options, build predictive models across horizons using statistics and ML, and assemble proprietary datasets for research and model development.

Qualifications

• Research and develop alpha-generating strategies across single-stock equities and options.
• Build predictive models across short, medium, and long-term horizons using statistical and machine learning techniques.
• Build and maintain proprietary datasets for research and model development.

Responsibilities

• Research and develop alpha-generating strategies across single-stock equities and options.
• Build predictive models across short, medium, and long-term horizons using statistical and machine learning techniques.
• Build and maintain proprietary datasets for research and model development.

Skills

Python

Time-series modeling

Quantitative analysis

Education

Bachelor's or advanced degree in Mathematics/CS/Statistics

Tools

Python

Job description

We’re partnered with an established US hedge fund that’s looking to add a Quantitative Researcher to its Single Stock Volatility team in Miami. This is an opportunity to work directly with the Head of Equity Volatility and experienced portfolio managers while developing research that contributes to live trading performance.

What you’ll do:

• Research and develop alpha-generating strategies across single-stock equities and options.


• Build predictive models across short, medium, and long-term horizons using statistical and machine learning techniques.


• Build and maintain proprietary datasets for research and model development.

What you’ll bring:

• Strong Python skills and experience modeling financial time series.


• A foundational understanding of equities and options.


• A bachelor’s or advanced degree in Mathematics, Computer Science, Statistics, or another quantitative discipline.