We are seeking a Quantitative Volatility Researcher to join a small, collaborative team at a high growth macro fund we are closely partnered with. The ideal candidate will have at least 3 years of experience focused on vol strategy alpha research, with some background in trading, and proficiency in Python and SQL.
This role involves conducting alpha strategy research and developing tools to support our volatility team and give candidates the opportunity to see and take ownership of strategies from initiation to execution while taking ownership of them.
3+ years of direct systematic vol experience required.
Apply if interested in a confidential conversation to earn more.
